Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295321.0348 | 255643.5279 | 39677.507 | -276324.0373 | 71084.0259 | -347408.0632 |
Total P&L (%) | 295.321 | 255.6435 | 39.6775 | -276.324 | 71.084 | -347.4081 |
Avg Daily Profit (%) | 0.1575 | 0.1364 | 0.0212 | 0 | 0.0286 | 0 |
Buy And Hold Return (%) | 27.5347 | 27.5347 | 27.5347 | 27.5347 | 27.5347 | 27.5347 |
Max Trade Drawdown | -182504 | -82170 | -147581 | -377781 | -61073 | -369218 |
Profit Factor | 1.4029 | 1.8041 | 1.0956 | 0.6313 | 1.3345 | 0.3529 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 51 | 22 | 29 | 50 | 24 | 26 |
Losing Trades | 49 | 28 | 21 | 50 | 26 | 24 |
Profitability (%) | 51 | 44 | 58 | 50 | 48 | 52 |
Ratio Avg Win / Avg Loss | 1.3479 | 2.2961 | 0.7934 | 0.6313 | 1.4457 | 0.3257 |
Largest Winning Trade | 95886 | 95886 | 51517 | 75821 | 75821 | 44293 |
Largest Losing Trade | -143243 | -32178 | -143243 | -221876 | -58741 | -221876 |
Avg Bars in Trades | 68 | 78 | 57 | 68 | 78 | 57 |
Avg Bars in Winners | 76 | 103 | 55 | 76 | 99 | 55 |
Avg Bars in Losers | 59 | 59 | 60 | 59 | 59 | 60 |
Bars Traded | 6826 | 3938 | 2888 | 6826 | 3938 | 2888 |
Profit Streak | 9.8918 | 9.8918 | 100.6418 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340966 | -189294 | -488264 | -580511 | -338631 | -760574 |
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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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