Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123893.4278 | 156526.5692 | -32633.1414 | -79298.6757 | 86485.1229 | -165783.7986 |
Total P&L (%) | 123.8934 | 156.5266 | -32.6331 | -79.2987 | 86.4851 | -165.7838 |
Avg Daily Profit (%) | 0.1189 | 0.1503 | -0.0313 | -0.1511 | 0.0598 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158601 | -122493 | -140742 | -162054 | -30532 | -186438 |
Profit Factor | 1.1639 | 1.4889 | 0.9251 | 0.8342 | 1.6651 | 0.5238 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 76.5 | 77 | 76 | 76.5 | 77 | 76 |
Ratio Avg Win / Avg Loss | 0.3575 | 0.4447 | 0.2921 | 0.2562 | 0.4974 | 0.1654 |
Largest Winning Trade | 31305 | 31305 | 17597 | 15653 | 14883 | 15653 |
Largest Losing Trade | -86450 | -46159 | -86450 | -143583 | -26327 | -143583 |
Avg Bars in Trades | 119 | 130 | 108 | 119 | 130 | 108 |
Avg Bars in Winners | 56 | 55 | 58 | 56 | 55 | 58 |
Avg Bars in Losers | 323 | 383 | 266 | 323 | 383 | 266 |
Bars Traded | 23915 | 13078 | 10837 | 23915 | 13078 | 10837 |
Profit Streak | 0 | 0 | 22.2294 | 0 | 0 | 22.2294 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71655 | 369281 | -576868 | -576295 | -109149 | -576868 |
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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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