Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510779.0487 | 422278.4026 | 88500.6462 | 10740.277 | -143287.8846 | 154028.1616 |
Total P&L (%) | 510.779 | 422.2784 | 88.5006 | 10.7403 | -143.2879 | 154.0282 |
Avg Daily Profit (%) | 0.2168 | 0.1792 | 0.0376 | 0.0043 | 0 | 0.0396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198789 | -75419 | -223225 | -229930 | -191507 | -120379 |
Profit Factor | 1.7861 | 2.3799 | 1.2574 | 1.0164 | 0.6295 | 1.5749 |
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 | 2.5702 | 3.883 | 1.6004 | 1.4626 | 1.0271 | 2.0044 |
Largest Winning Trade | 255708 | 255708 | 65602 | 124533 | 55346 | 124533 |
Largest Losing Trade | -92463 | -29051 | -92463 | -87630 | -87630 | -31281 |
Avg Bars in Trades | 138 | 95 | 180 | 138 | 95 | 180 |
Avg Bars in Winners | 240 | 149 | 318 | 240 | 149 | 318 |
Avg Bars in Losers | 67 | 62 | 72 | 67 | 62 | 72 |
Bars Traded | 13813 | 4775 | 9039 | 13813 | 4775 | 9039 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300063 | -172745 | -324170 | -535494 | -763833 | -319545 |
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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) |
---|