Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168024.4527 | 123135.9614 | 44888.4913 | 193311.1636 | 167428.7094 | 25882.4542 |
Total P&L (%) | 168.0245 | 123.136 | 44.8885 | 193.3112 | 167.4287 | 25.8825 |
Avg Daily Profit (%) | 0.2912 | 0.2134 | 0.0778 | 0.1866 | 0.1706 | 0.0399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51589 | -45925 | -36565 | -221903 | -209358 | -114053 |
Profit Factor | 1.6201 | 1.8745 | 1.3449 | 1.2261 | 1.3577 | 1.0669 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 41 | 38 | 44 | 41 | 38 | 44 |
Ratio Avg Win / Avg Loss | 2.3314 | 3.0584 | 1.7117 | 1.7644 | 2.2153 | 1.3578 |
Largest Winning Trade | 60631 | 60631 | 24027 | 172549 | 172549 | 62632 |
Largest Losing Trade | -16702 | -16702 | -13678 | -73618 | -73618 | -46284 |
Avg Bars in Trades | 129 | 132 | 125 | 129 | 132 | 125 |
Avg Bars in Winners | 200 | 228 | 177 | 200 | 228 | 177 |
Avg Bars in Losers | 79 | 74 | 84 | 79 | 74 | 84 |
Bars Traded | 12911 | 6648 | 6262 | 12911 | 6648 | 6262 |
Profit Streak | 501.2793 | 501.2793 | 509.5293 | 501.2793 | 501.2793 | 509.5293 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316928 | -173234 | -271604 | 201108 | -175610 | -472249 |
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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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