Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433286.803 | 295664.2959 | 137622.5071 | 394468.8971 | 803797.884 | -409328.9868 |
Total P&L (%) | 433.2868 | 295.6643 | 137.6225 | 394.4689 | 803.7979 | -409.329 |
Avg Daily Profit (%) | 0.208 | 0.1419 | 0.0661 | 0.0767 | 0.1057 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151119 | -116103 | -81639 | -1050360 | -548126 | -698251 |
Profit Factor | 1.4942 | 1.6646 | 1.3187 | 1.085 | 1.3604 | 0.8304 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 96 | 40 | 56 | 96 | 40 | 56 |
Losing Trades | 104 | 60 | 44 | 104 | 60 | 44 |
Profitability (%) | 48 | 40 | 56 | 48 | 40 | 56 |
Ratio Avg Win / Avg Loss | 1.6188 | 2.4969 | 1.0361 | 1.1754 | 2.0405 | 0.6524 |
Largest Winning Trade | 111260 | 111260 | 59954 | 525036 | 525036 | 156751 |
Largest Losing Trade | -45230 | -26138 | -45230 | -463948 | -272135 | -463948 |
Avg Bars in Trades | 121 | 108 | 135 | 121 | 108 | 135 |
Avg Bars in Winners | 164 | 147 | 176 | 164 | 147 | 176 |
Avg Bars in Losers | 82 | 83 | 81 | 82 | 83 | 81 |
Bars Traded | 24397 | 10897 | 13500 | 24397 | 10897 | 13500 |
Profit Streak | 0 | 0 | 48.1134 | 0 | 0 | 48.1134 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372259 | -4604 | -103050 | -217287 | -54035 | -579298 |
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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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