Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287743.3197 | 57469.2483 | 230274.0714 | 291390.6891 | 91771.3616 | 199619.3275 |
Total P&L (%) | 287.7433 | 57.4692 | 230.2741 | 291.3907 | 91.7714 | 199.6193 |
Avg Daily Profit (%) | 0.1931 | 0.0386 | 0.1545 | 0.0916 | 0.0437 | 0.0737 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127195 | -72540 | -91853 | -536240 | -264241 | -387763 |
Profit Factor | 1.5337 | 1.2048 | 1.891 | 1.1669 | 1.1083 | 1.2222 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 45 | 36 | 54 | 45 | 36 | 54 |
Ratio Avg Win / Avg Loss | 1.8746 | 2.1418 | 1.6109 | 1.4262 | 1.9703 | 1.0411 |
Largest Winning Trade | 59521 | 58414 | 59521 | 236708 | 236708 | 144084 |
Largest Losing Trade | -27757 | -21624 | -27757 | -113265 | -89683 | -113265 |
Avg Bars in Trades | 28 | 25 | 32 | 28 | 25 | 32 |
Avg Bars in Winners | 39 | 36 | 41 | 39 | 36 | 41 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 2878 | 1264 | 1614 | 2878 | 1264 | 1614 |
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 | 316246 | -326841 | -168714 | -109001 | -420054 | -274534 |
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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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