Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99316.7241 | 50394.6831 | 48922.041 | 116325.7572 | 77368.2723 | 38957.4849 |
Total P&L (%) | 99.3167 | 50.3947 | 48.922 | 116.3258 | 77.3683 | 38.9575 |
Avg Daily Profit (%) | 0.3814 | 0.1935 | 0.1879 | 0.2967 | 0.2203 | 0.1264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30555 | -29757 | -42569 | -67086 | -34150 | -90330 |
Profit Factor | 1.483 | 1.4404 | 1.5364 | 1.3439 | 1.4379 | 1.2411 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 45 | 44 | 46 | 45 | 44 | 46 |
Ratio Avg Win / Avg Loss | 1.8126 | 1.8333 | 1.8036 | 1.6426 | 1.8301 | 1.457 |
Largest Winning Trade | 26907 | 26907 | 17194 | 37224 | 37224 | 26455 |
Largest Losing Trade | -11316 | -8520 | -11316 | -22469 | -16281 | -22469 |
Avg Bars in Trades | 246 | 263 | 230 | 246 | 263 | 230 |
Avg Bars in Winners | 326 | 346 | 306 | 326 | 346 | 306 |
Avg Bars in Losers | 182 | 197 | 166 | 182 | 197 | 166 |
Bars Traded | 24698 | 13151 | 11547 | 24698 | 13151 | 11547 |
Profit Streak | 8.1842 | 8.1842 | 9.7363 | 8.1842 | 8.1842 | 9.7363 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343422 | -174798 | -173613 | 286784 | -173278 | -209188 |
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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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