Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160752.7501 | 101492.4614 | 59260.2887 | 291011.0663 | 215589.3268 | 75421.7395 |
Total P&L (%) | 160.7528 | 101.4925 | 59.2603 | 291.0111 | 215.5893 | 75.4217 |
Avg Daily Profit (%) | 0.6173 | 0.3897 | 0.2276 | 0.525 | 0.4423 | 0.216 |
Buy And Hold Return (%) | 19.0179 | 19.0179 | 19.0179 | 19.0179 | 19.0179 | 19.0179 |
Max Trade Drawdown | -19051 | -31765 | -24957 | -50955 | -42764 | -61314 |
Profit Factor | 1.6028 | 1.7927 | 1.4274 | 1.514 | 1.8237 | 1.2478 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Losing Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Profitability (%) | 41 | 42 | 40 | 41 | 42 | 40 |
Ratio Avg Win / Avg Loss | 2.3064 | 2.4756 | 2.1411 | 2.1787 | 2.5185 | 1.8716 |
Largest Winning Trade | 18425 | 18425 | 16428 | 36660 | 36660 | 27273 |
Largest Losing Trade | -10967 | -10967 | -8084 | -26231 | -17821 | -26231 |
Avg Bars in Trades | 122 | 126 | 119 | 122 | 126 | 119 |
Avg Bars in Winners | 192 | 199 | 185 | 192 | 199 | 185 |
Avg Bars in Losers | 74 | 73 | 75 | 74 | 73 | 75 |
Bars Traded | 24552 | 12643 | 11909 | 24552 | 12643 | 11909 |
Profit Streak | 0 | 5.3267 | 0 | 0 | 5.3267 | 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 | 373420 | 268192 | 45005 | 325912 | 326441 | 29137 |
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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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