Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131062.758 | 41320.7044 | 89742.0536 | 107034.5945 | 25919.0674 | 81115.5271 |
Total P&L (%) | 131.0628 | 41.3207 | 89.7421 | 107.0346 | 25.9191 | 81.1155 |
Avg Daily Profit (%) | 0.2516 | 0.0793 | 0.1723 | 0.1398 | 0.0443 | 0.1141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98598 | -81353 | -71025 | -112842 | -89885 | -57401 |
Profit Factor | 1.2905 | 1.1746 | 1.4185 | 1.2753 | 1.1263 | 1.4417 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Profitability (%) | 51.2195 | 50.9804 | 51.4563 | 51.2195 | 50.9804 | 51.4563 |
Ratio Avg Win / Avg Loss | 1.2291 | 1.1294 | 1.3382 | 1.2146 | 1.083 | 1.3601 |
Largest Winning Trade | 23022 | 23022 | 19721 | 24235 | 17381 | 24235 |
Largest Losing Trade | -29513 | -29513 | -26962 | -40118 | -40118 | -23578 |
Avg Bars in Trades | 119 | 141 | 98 | 119 | 141 | 98 |
Avg Bars in Winners | 104 | 125 | 84 | 104 | 125 | 84 |
Avg Bars in Losers | 135 | 157 | 113 | 135 | 157 | 113 |
Bars Traded | 24565 | 14395 | 10170 | 24565 | 14395 | 10170 |
Profit Streak | 6.1995 | 0 | 19.0954 | 6.1995 | 0 | 19.0954 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340025 | -118370 | 324171 | -5089 | -219558 | -38901 |
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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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