Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586543.6659 | 522408.6809 | 64134.985 | 58234.1381 | 225374.243 | -167140.1049 |
Total P&L (%) | 586.5437 | 522.4087 | 64.135 | 58.2341 | 225.3742 | -167.1401 |
Avg Daily Profit (%) | 0.2433 | 0.2167 | 0.0266 | 0.019 | 0.049 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178070 | -99530 | -278803 | -352082 | -189434 | -489289 |
Profit Factor | 1.5345 | 1.97 | 1.1148 | 1.0378 | 1.3203 | 0.8007 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 54.5 | 50 | 59 | 54.5 | 50 | 59 |
Ratio Avg Win / Avg Loss | 1.2811 | 1.97 | 0.7747 | 0.8664 | 1.3203 | 0.5564 |
Largest Winning Trade | 193075 | 193075 | 56785 | 210751 | 210751 | 88652 |
Largest Losing Trade | -68913 | -53127 | -68913 | -162228 | -141859 | -162228 |
Avg Bars in Trades | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Winners | 37 | 38 | 37 | 37 | 38 | 37 |
Avg Bars in Losers | 32 | 36 | 27 | 32 | 36 | 27 |
Bars Traded | 7072 | 3757 | 3315 | 7072 | 3757 | 3315 |
Profit Streak | 4.237 | 4.237 | 13.9037 | 4.237 | 4.237 | 13.9037 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432672 | 418906 | -252207 | -346770 | -127605 | -579301 |
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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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