Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106389.3446 | 52766.3699 | 53622.9747 | 158889.9175 | 64956.126 | 93933.7914 |
Total P&L (%) | 106.3893 | 52.7664 | 53.623 | 158.8899 | 64.9561 | 93.9338 |
Avg Daily Profit (%) | 0.2317 | 0.1149 | 0.1168 | 0.2074 | 0.1091 | 0.1444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19594 | -10618 | -19594 | -34717 | -29622 | -34717 |
Profit Factor | 2.0381 | 2.5378 | 1.7866 | 2.0073 | 2.1036 | 1.95 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 68 | 70 | 66 | 68 | 70 | 66 |
Ratio Avg Win / Avg Loss | 0.9591 | 1.0876 | 0.9204 | 0.9446 | 0.9015 | 1.0046 |
Largest Winning Trade | 17774 | 8860 | 17774 | 42102 | 12875 | 42102 |
Largest Losing Trade | -19594 | -10618 | -19594 | -34717 | -29622 | -34717 |
Avg Bars in Trades | 106 | 106 | 107 | 106 | 106 | 107 |
Avg Bars in Winners | 78 | 81 | 75 | 78 | 81 | 75 |
Avg Bars in Losers | 166 | 163 | 169 | 166 | 163 | 169 |
Bars Traded | 10691 | 5306 | 5385 | 10691 | 5306 | 5385 |
Profit Streak | 589.922 | 0 | 602.8387 | 589.922 | 0 | 602.8387 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420635 | -215203 | -215335 | 411012 | -224702 | -175493 |
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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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