Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226912.2805 | 217681.8836 | 9230.3969 | -11071.0524 | 291217.8987 | -302288.951 |
Total P&L (%) | 226.9123 | 217.6819 | 9.2304 | -11.0711 | 291.2179 | -302.289 |
Avg Daily Profit (%) | 0.2178 | 0.209 | 0.0089 | -0.0113 | 0.131 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156542 | -122059 | -99519 | -836092 | -509472 | -423118 |
Profit Factor | 1.2547 | 1.4654 | 1.0218 | 0.9949 | 1.2703 | 0.7211 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Profitability (%) | 47.5 | 48 | 47 | 47.5 | 48 | 47 |
Ratio Avg Win / Avg Loss | 1.3868 | 1.5875 | 1.1523 | 1.0996 | 1.3762 | 0.8131 |
Largest Winning Trade | 182196 | 182196 | 32037 | 351369 | 351369 | 104327 |
Largest Losing Trade | -29705 | -23005 | -29705 | -174215 | -130486 | -174215 |
Avg Bars in Trades | 122 | 115 | 129 | 122 | 115 | 129 |
Avg Bars in Winners | 131 | 121 | 141 | 131 | 121 | 141 |
Avg Bars in Losers | 114 | 109 | 119 | 114 | 109 | 119 |
Bars Traded | 24520 | 11521 | 12999 | 24520 | 11521 | 12999 |
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 | 275606 | 318176 | -544747 | -579036 | -19242 | -582232 |
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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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