Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300823.6399 | 262480.1319 | 38343.508 | -69951.6869 | 888120.0855 | -958071.7723 |
Total P&L (%) | 300.8236 | 262.4801 | 38.3435 | -69.9517 | 888.1201 | -958.0718 |
Avg Daily Profit (%) | 0.1628 | 0.142 | 0.0207 | -0.065 | 0.124 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209403 | -90879 | -133254 | -1154677 | -182059 | -1018546 |
Profit Factor | 1.4099 | 1.8216 | 1.0925 | 0.9582 | 3.7402 | 0.2907 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 55 | 56 | 54 | 55 | 56 | 54 |
Ratio Avg Win / Avg Loss | 1.1536 | 1.4313 | 0.9307 | 0.784 | 2.9388 | 0.2476 |
Largest Winning Trade | 107477 | 107477 | 52620 | 408648 | 408648 | 76347 |
Largest Losing Trade | -82124 | -46399 | -82124 | -945339 | -96542 | -945339 |
Avg Bars in Trades | 53 | 37 | 69 | 53 | 37 | 69 |
Avg Bars in Winners | 49 | 31 | 67 | 49 | 31 | 67 |
Avg Bars in Losers | 58 | 44 | 71 | 58 | 44 | 71 |
Bars Traded | 5342 | 1870 | 3472 | 5342 | 1870 | 3472 |
Profit Streak | 6.2963 | 6.2963 | 8.2963 | 6.2963 | 6.2963 | 8.2963 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379923 | -179700 | -466344 | -578282 | -198760 | -759188 |
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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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