Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91835.5862 | 38965.0447 | 52870.5416 | 141508.4463 | 57441.7931 | 84066.6532 |
Total P&L (%) | 91.8356 | 38.965 | 52.8705 | 141.5084 | 57.4418 | 84.0667 |
Avg Daily Profit (%) | 1.7634 | 0.7482 | 1.0152 | 1.7075 | 0.8753 | 1.1784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8139 | -13603 | -7398 | -14942 | -25076 | -15508 |
Profit Factor | 2.5991 | 2.1695 | 3.1929 | 2.2919 | 1.9108 | 2.809 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 68 | 68 | 68 | 68 | 68 | 68 |
Ratio Avg Win / Avg Loss | 1.2231 | 1.0209 | 1.5025 | 1.0785 | 0.8992 | 1.3219 |
Largest Winning Trade | 7549 | 7549 | 7472 | 8926 | 8376 | 8926 |
Largest Losing Trade | -7665 | -7665 | -6385 | -14066 | -14066 | -13460 |
Avg Bars in Trades | 232 | 244 | 219 | 232 | 244 | 219 |
Avg Bars in Winners | 146 | 150 | 141 | 146 | 150 | 141 |
Avg Bars in Losers | 414 | 444 | 384 | 414 | 444 | 384 |
Bars Traded | 23209 | 12235 | 10974 | 23209 | 12235 | 10974 |
Profit Streak | 0 | 12.4216 | 0 | 0 | 12.4216 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 657048 | -166153 | -161882 | 633953 | -166334 | -162450 |
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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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