Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267802.4786 | 192484.3893 | 75318.0892 | 59638.2128 | 127621.5017 | -67983.2889 |
Total P&L (%) | 267.8025 | 192.4844 | 75.3181 | 59.6382 | 127.6215 | -67.9833 |
Avg Daily Profit (%) | 0.1971 | 0.1417 | 0.0554 | 0.0344 | 0.0606 | -0.0838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104472 | -82810 | -85385 | -148067 | -93536 | -173868 |
Profit Factor | 1.3 | 1.5243 | 1.1433 | 1.0559 | 1.3166 | 0.8975 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 50.5 | 48 | 53 | 50.5 | 48 | 53 |
Ratio Avg Win / Avg Loss | 1.2742 | 1.6513 | 1.0139 | 1.035 | 1.4264 | 0.7959 |
Largest Winning Trade | 75681 | 75681 | 51318 | 65994 | 55423 | 65994 |
Largest Losing Trade | -44648 | -30760 | -44648 | -63134 | -29234 | -63134 |
Avg Bars in Trades | 79 | 59 | 100 | 79 | 59 | 100 |
Avg Bars in Winners | 99 | 66 | 128 | 99 | 66 | 128 |
Avg Bars in Losers | 60 | 51 | 69 | 60 | 51 | 69 |
Bars Traded | 15987 | 5906 | 10081 | 15987 | 5906 | 10081 |
Profit Streak | 15.958 | 41.958 | 0 | 15.958 | 41.958 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337331 | -847 | -181699 | -304886 | -111394 | -580676 |
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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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