Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93821.801 | 11142.2824 | 82679.5186 | 87185.1706 | 1749.4569 | 85435.7137 |
Total P&L (%) | 93.8218 | 11.1423 | 82.6795 | 87.1852 | 1.7495 | 85.4357 |
Avg Daily Profit (%) | 0.3603 | 0.0428 | 0.3175 | 0.241 | 0.0067 | 0.2374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54746 | -28014 | -34453 | -75637 | -35693 | -49140 |
Profit Factor | 1.3643 | 1.0745 | 1.7662 | 1.2775 | 1.0098 | 1.6321 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 66.25 | 62.5 | 70 | 66.25 | 62.5 | 70 |
Ratio Avg Win / Avg Loss | 0.695 | 0.6447 | 0.7569 | 0.6508 | 0.6059 | 0.6995 |
Largest Winning Trade | 50380 | 11218 | 50380 | 62710 | 11276 | 62710 |
Largest Losing Trade | -28183 | -20192 | -28183 | -43281 | -22707 | -43281 |
Avg Bars in Trades | 154 | 159 | 150 | 154 | 159 | 150 |
Avg Bars in Winners | 100 | 98 | 102 | 100 | 98 | 102 |
Avg Bars in Losers | 262 | 260 | 264 | 262 | 260 | 264 |
Bars Traded | 24789 | 12726 | 12063 | 24789 | 12726 | 12063 |
Profit Streak | 6.7759 | 14.3488 | 6.7759 | 6.7759 | 14.3488 | 6.7759 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398088 | -423651 | -7213 | 342297 | -578513 | -8157 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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