Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208860.5192 | 102904.4047 | 105956.1145 | 94276.9688 | 26156.3966 | 68120.5722 |
Total P&L (%) | 208.8605 | 102.9044 | 105.9561 | 94.277 | 26.1564 | 68.1206 |
Avg Daily Profit (%) | 0.2005 | 0.0988 | 0.1017 | 0.0638 | 0.0223 | 0.0499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64937 | -52485 | -94170 | -94356 | -69104 | -146108 |
Profit Factor | 1.3165 | 1.3301 | 1.3043 | 1.1083 | 1.0615 | 1.1529 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 138 | 68 | 70 | 138 | 68 | 70 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 57.2614 | 56.1983 | 58.3333 | 57.2614 | 56.1983 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.9826 | 1.0367 | 0.9316 | 0.8272 | 0.8273 | 0.8235 |
Largest Winning Trade | 35976 | 35976 | 23900 | 47603 | 34946 | 47603 |
Largest Losing Trade | -59495 | -23579 | -59495 | -84296 | -31772 | -84296 |
Avg Bars in Trades | 101 | 83 | 121 | 101 | 83 | 121 |
Avg Bars in Winners | 90 | 60 | 120 | 90 | 60 | 120 |
Avg Bars in Losers | 117 | 112 | 122 | 117 | 112 | 122 |
Bars Traded | 24571 | 10043 | 14528 | 24571 | 10043 | 14528 |
Profit Streak | 5.6879 | 7.2713 | 0 | 5.6879 | 7.2713 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325747 | -59569 | -57894 | -207985 | -319825 | -179565 |
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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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