Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534581.976 | 450971.8473 | 83610.1287 | 502534.3652 | -45593.732 | 548128.0972 |
Total P&L (%) | 534.582 | 450.9718 | 83.6101 | 502.5344 | -45.5937 | 548.1281 |
Avg Daily Profit (%) | 0.2802 | 0.2364 | 0.0438 | 0.0942 | -0.0319 | 0.098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143448 | -91882 | -83634 | -1263666 | -906045 | -550943 |
Profit Factor | 1.8924 | 2.5564 | 1.2704 | 1.1321 | 0.9782 | 1.3199 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 50 | 46 | 54 | 50 | 46 | 54 |
Ratio Avg Win / Avg Loss | 1.8924 | 3.001 | 1.0822 | 1.1321 | 1.1483 | 1.1244 |
Largest Winning Trade | 258216 | 258216 | 57015 | 425768 | 351478 | 425768 |
Largest Losing Trade | -37957 | -33024 | -37957 | -389891 | -389891 | -255046 |
Avg Bars in Trades | 55 | 47 | 63 | 55 | 47 | 63 |
Avg Bars in Winners | 79 | 63 | 93 | 79 | 63 | 93 |
Avg Bars in Losers | 31 | 34 | 28 | 31 | 34 | 28 |
Bars Traded | 5558 | 2391 | 3167 | 5558 | 2391 | 3167 |
Profit Streak | 0 | 0 | 29.0482 | 0 | 0 | 29.0482 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452951 | -168805 | -313006 | -141816 | -760722 | -240047 |
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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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