Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227658.6784 | 59972.9722 | 167685.7062 | 27554.8255 | 6551.483 | 21003.3425 |
Total P&L (%) | 227.6587 | 59.973 | 167.6857 | 27.5548 | 6.5515 | 21.0033 |
Avg Daily Profit (%) | 0.1529 | 0.0403 | 0.1127 | 0.0164 | 0.0043 | 0.0128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128390 | -118902 | -72209 | -440644 | -382600 | -232120 |
Profit Factor | 1.3714 | 1.1754 | 1.6187 | 1.022 | 1.0101 | 1.0349 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 64 | 62 | 66 | 64 | 62 | 66 |
Ratio Avg Win / Avg Loss | 0.7714 | 0.7204 | 0.8339 | 0.5749 | 0.6191 | 0.5332 |
Largest Winning Trade | 51066 | 41621 | 51066 | 92700 | 92700 | 59077 |
Largest Losing Trade | -53183 | -53183 | -44788 | -273271 | -273271 | -232120 |
Avg Bars in Trades | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Winners | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Losers | 40 | 48 | 31 | 40 | 48 | 31 |
Bars Traded | 2806 | 1553 | 1253 | 2806 | 1553 | 1253 |
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 | 303526 | -347521 | -220017 | -369967 | -742532 | -543403 |
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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) |
---|