Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263058.3693 | 176795.6112 | 86262.7581 | 36663.8141 | 165246.7348 | -128582.9207 |
Total P&L (%) | 263.0584 | 176.7956 | 86.2628 | 36.6638 | 165.2467 | -128.5829 |
Avg Daily Profit (%) | 0.1567 | 0.1053 | 0.0514 | 0.0186 | 0.0581 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202332 | -93304 | -115689 | -1032400 | -480698 | -551701 |
Profit Factor | 1.2695 | 1.357 | 1.1794 | 1.0139 | 1.1206 | 0.8985 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Profitability (%) | 49.7512 | 45.5446 | 54 | 49.7512 | 45.5446 | 54 |
Ratio Avg Win / Avg Loss | 1.2822 | 1.6225 | 1.0047 | 1.024 | 1.3398 | 0.7654 |
Largest Winning Trade | 91072 | 91072 | 46265 | 425131 | 425131 | 124209 |
Largest Losing Trade | -37393 | -25771 | -37393 | -241313 | -241313 | -155309 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3103 | 1559 | 1544 | 3103 | 1559 | 1544 |
Profit Streak | 15.0859 | 22.5859 | 0 | 15.0859 | 22.5859 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322818 | -52057 | -147006 | -373932 | -204389 | -580269 |
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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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