Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382425.7504 | 234305.904 | 148119.8464 | 548106.5538 | 373631.8049 | 174474.7488 |
Total P&L (%) | 382.4258 | 234.3059 | 148.1198 | 548.1066 | 373.6318 | 174.4747 |
Avg Daily Profit (%) | 0.2265 | 0.1388 | 0.0877 | 0.1108 | 0.0922 | 0.0598 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75644 | -60140 | -65087 | -1013480 | -536095 | -656506 |
Profit Factor | 1.7901 | 1.9263 | 1.641 | 1.1471 | 1.2008 | 1.0936 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 43 | 38 | 48 | 43 | 38 | 48 |
Ratio Avg Win / Avg Loss | 2.3729 | 3.1428 | 1.7777 | 1.5206 | 1.9592 | 1.1847 |
Largest Winning Trade | 143659 | 143659 | 57799 | 518508 | 518508 | 413957 |
Largest Losing Trade | -20462 | -20462 | -20227 | -294878 | -282497 | -294878 |
Avg Bars in Trades | 99 | 81 | 116 | 99 | 81 | 116 |
Avg Bars in Winners | 163 | 141 | 180 | 163 | 141 | 180 |
Avg Bars in Losers | 50 | 45 | 57 | 50 | 45 | 57 |
Bars Traded | 9920 | 4086 | 5834 | 9920 | 4086 | 5834 |
Profit Streak | 0 | 18.9743 | 0 | 0 | 18.9743 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316324 | -187764 | -253556 | -104758 | -252993 | -411477 |
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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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