Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79623.109 | 38776.053 | 40847.056 | 101267.0996 | 36259.0574 | 65008.0422 |
Total P&L (%) | 79.6231 | 38.7761 | 40.8471 | 101.2671 | 36.2591 | 65.008 |
Avg Daily Profit (%) | 0.1734 | 0.0845 | 0.089 | 0.1525 | 0.0674 | 0.1092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20677 | -21858 | -17167 | -42490 | -52294 | -35048 |
Profit Factor | 1.7327 | 1.6582 | 1.821 | 1.4927 | 1.3087 | 1.738 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 74 | 76 | 72 | 74 | 76 | 72 |
Ratio Avg Win / Avg Loss | 0.6088 | 0.5236 | 0.7082 | 0.5245 | 0.4133 | 0.6759 |
Largest Winning Trade | 8579 | 8579 | 6064 | 11428 | 9962 | 11428 |
Largest Losing Trade | -17167 | -16878 | -17167 | -40036 | -40036 | -35048 |
Avg Bars in Trades | 106 | 104 | 109 | 106 | 104 | 109 |
Avg Bars in Winners | 72 | 66 | 78 | 72 | 66 | 78 |
Avg Bars in Losers | 205 | 226 | 186 | 205 | 226 | 186 |
Bars Traded | 10685 | 5234 | 5451 | 10685 | 5234 | 5451 |
Profit Streak | 603.3853 | 0 | 649.5937 | 603.3853 | 0 | 649.5937 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409475 | -259604 | -252261 | 370203 | -284452 | -223704 |
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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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