Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203717.9443 | 89186.0705 | 114531.8738 | 261895.0102 | 91579.5581 | 170315.4522 |
Total P&L (%) | 203.7179 | 89.1861 | 114.5319 | 261.895 | 91.5796 | 170.3155 |
Avg Daily Profit (%) | 0.3911 | 0.1712 | 0.2199 | 0.2473 | 0.1249 | 0.1911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84338 | -70222 | -44555 | -277622 | -145602 | -160622 |
Profit Factor | 1.337 | 1.2818 | 1.3976 | 1.1853 | 1.1266 | 1.2469 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 138 | 67 | 71 | 138 | 67 | 71 |
Losing Trades | 162 | 83 | 79 | 162 | 83 | 79 |
Profitability (%) | 46 | 44.6667 | 47.3333 | 46 | 44.6667 | 47.3333 |
Ratio Avg Win / Avg Loss | 1.5695 | 1.5879 | 1.5551 | 1.3915 | 1.3957 | 1.3874 |
Largest Winning Trade | 45104 | 45104 | 24878 | 118815 | 118815 | 69793 |
Largest Losing Trade | -20141 | -20141 | -17000 | -51434 | -51434 | -41912 |
Avg Bars in Trades | 82 | 80 | 83 | 82 | 80 | 83 |
Avg Bars in Winners | 112 | 113 | 112 | 112 | 113 | 112 |
Avg Bars in Losers | 55 | 53 | 58 | 55 | 53 | 58 |
Bars Traded | 24645 | 12084 | 12561 | 24645 | 12084 | 12561 |
Profit Streak | 1.4871 | 0 | 6.5288 | 1.4871 | 0 | 6.5288 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273442 | 217687 | 337364 | -11703 | -109930 | 255357 |
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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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