Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471839.8251 | 447242.6385 | 24597.1866 | 132934.0326 | 544237.0985 | -411303.0659 |
Total P&L (%) | 471.8398 | 447.2426 | 24.5972 | 132.934 | 544.2371 | -411.3031 |
Avg Daily Profit (%) | 0.3823 | 0.3623 | 0.0199 | 0.0685 | 0.151 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123624 | -87630 | -87799 | -624090 | -410889 | -497634 |
Profit Factor | 1.4713 | 1.8335 | 1.0529 | 1.0386 | 1.3137 | 0.7594 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 111 | 52 | 59 | 111 | 52 | 59 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 55.5 | 52 | 59 | 55.5 | 52 | 59 |
Ratio Avg Win / Avg Loss | 1.1797 | 1.6925 | 0.7317 | 0.8327 | 1.2126 | 0.5277 |
Largest Winning Trade | 278814 | 278814 | 47288 | 410660 | 410660 | 131988 |
Largest Losing Trade | -47180 | -36297 | -47180 | -263243 | -196193 | -263243 |
Avg Bars in Trades | 35 | 40 | 31 | 35 | 40 | 31 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 36 | 45 | 26 | 36 | 45 | 26 |
Bars Traded | 7190 | 4029 | 3161 | 7190 | 4029 | 3161 |
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 | 434502 | 448530 | -333139 | -279418 | 279299 | -579898 |
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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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