Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55150.0931 | 39500.865 | 15649.2281 | 28585.0536 | 39595.6235 | -11010.5699 |
Total P&L (%) | 55.1501 | 39.5009 | 15.6492 | 28.5851 | 39.5956 | -11.0106 |
Avg Daily Profit (%) | 0.397 | 0.2844 | 0.1127 | 0.1812 | 0.2404 | -0.0839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45870 | -27258 | -41775 | -61206 | -32593 | -58741 |
Profit Factor | 1.2286 | 1.4058 | 1.1087 | 1.1029 | 1.3733 | 0.9359 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 103 | 46 | 57 | 103 | 46 | 57 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 64.375 | 57.5 | 71.25 | 64.375 | 57.5 | 71.25 |
Ratio Avg Win / Avg Loss | 0.6799 | 1.0391 | 0.4474 | 0.6103 | 1.015 | 0.3777 |
Largest Winning Trade | 11198 | 11198 | 9695 | 12584 | 12584 | 11076 |
Largest Losing Trade | -33428 | -13025 | -33428 | -49463 | -17059 | -49463 |
Avg Bars in Trades | 81 | 80 | 81 | 81 | 80 | 81 |
Avg Bars in Winners | 58 | 57 | 59 | 58 | 57 | 59 |
Avg Bars in Losers | 122 | 111 | 137 | 122 | 111 | 137 |
Bars Traded | 12986 | 6448 | 6538 | 12986 | 6448 | 6538 |
Profit Streak | 130.2916 | 130.2916 | 133.2395 | 130.2916 | 130.2916 | 133.2395 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312014 | -11832 | -171757 | -102461 | -12398 | -597568 |
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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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