Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405801.3225 | 391239.6778 | 14561.6447 | 235076.4531 | 749401.8827 | -514325.4296 |
Total P&L (%) | 405.8013 | 391.2397 | 14.5616 | 235.0765 | 749.4019 | -514.3254 |
Avg Daily Profit (%) | 0.2375 | 0.229 | 0.0085 | 0.0708 | 0.1253 | 0 |
Buy And Hold Return (%) | 154.6227 | 154.6227 | 154.6227 | 154.6227 | 154.6227 | 154.6227 |
Max Trade Drawdown | -106359 | -62765 | -82368 | -1591653 | -982837 | -896871 |
Profit Factor | 1.7654 | 2.6101 | 1.0507 | 1.0528 | 1.338 | 0.7697 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 52 | 54 | 50 | 52 | 54 | 50 |
Ratio Avg Win / Avg Loss | 1.6296 | 2.2235 | 1.0507 | 0.9718 | 1.1398 | 0.7697 |
Largest Winning Trade | 232495 | 232495 | 51382 | 833827 | 833827 | 242014 |
Largest Losing Trade | -58284 | -36824 | -58284 | -695456 | -695456 | -414860 |
Avg Bars in Trades | 99 | 89 | 109 | 99 | 89 | 109 |
Avg Bars in Winners | 112 | 98 | 127 | 112 | 98 | 127 |
Avg Bars in Losers | 86 | 79 | 92 | 86 | 79 | 92 |
Bars Traded | 9971 | 4489 | 5482 | 9971 | 4489 | 5482 |
Profit Streak | 5.798 | 29.9647 | 0 | 5.798 | 29.9647 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326553 | -169215 | -692033 | -271349 | -204996 | -760833 |
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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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