Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513201.5122 | 412345.5932 | 100855.919 | 475079.0775 | 717529.8052 | -242450.7277 |
Total P&L (%) | 513.2015 | 412.3456 | 100.8559 | 475.0791 | 717.5298 | -242.4507 |
Avg Daily Profit (%) | 0.2053 | 0.1649 | 0.0403 | 0.07 | 0.0841 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163336 | -149148 | -108090 | -1351158 | -615383 | -871413 |
Profit Factor | 1.5593 | 1.9269 | 1.2134 | 1.1398 | 1.5068 | 0.8776 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 52 | 52 | 52 | 52 | 52 | 52 |
Ratio Avg Win / Avg Loss | 1.4394 | 1.7787 | 1.12 | 1.0522 | 1.3909 | 0.8101 |
Largest Winning Trade | 182272 | 182272 | 60342 | 411034 | 411034 | 388959 |
Largest Losing Trade | -43234 | -30623 | -43234 | -624562 | -167367 | -624562 |
Avg Bars in Trades | 23 | 25 | 22 | 23 | 25 | 22 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 21 | 25 | 17 | 21 | 25 | 17 |
Bars Traded | 4738 | 2530 | 2208 | 4738 | 2530 | 2208 |
Profit Streak | 0 | 0 | 12.3649 | 0 | 0 | 12.3649 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408078 | 404281 | -138595 | -164598 | -78685 | -579910 |
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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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