Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356428.5453 | 333233.2013 | 23195.344 | -229167.52 | -56352.9548 | -172814.5653 |
Total P&L (%) | 356.4285 | 333.2332 | 23.1953 | -229.1675 | -56.353 | -172.8146 |
Avg Daily Profit (%) | 0.2421 | 0.2263 | 0.0158 | 0 | -0.0563 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226172 | -171067 | -149235 | -1135221 | -792743 | -573588 |
Profit Factor | 1.452 | 1.7825 | 1.064 | 0.8947 | 0.9546 | 0.8154 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 50 | 22 | 28 | 50 | 24 | 26 |
Losing Trades | 50 | 28 | 22 | 50 | 26 | 24 |
Profitability (%) | 50 | 44 | 56 | 50 | 48 | 52 |
Ratio Avg Win / Avg Loss | 1.452 | 2.2687 | 0.836 | 0.8947 | 1.0341 | 0.7527 |
Largest Winning Trade | 383534 | 383534 | 61336 | 383534 | 383534 | 131212 |
Largest Losing Trade | -149235 | -30335 | -149235 | -270973 | -210961 | -270973 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 62 | 63 | 60 | 54 | 46 | 61 |
Avg Bars in Losers | 51 | 45 | 59 | 59 | 59 | 58 |
Bars Traded | 5662 | 2666 | 2996 | 5662 | 2666 | 2996 |
Profit Streak | 10.5797 | 0 | 12.5797 | 0 | 130.5797 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356757 | -171162 | -507059 | -580511 | -758560 | -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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