Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212996.3391 | 38363.2024 | 174633.1367 | 39478.3975 | -51326.186 | 90804.5834 |
Total P&L (%) | 212.9963 | 38.3632 | 174.6331 | 39.4784 | -51.3262 | 90.8046 |
Avg Daily Profit (%) | 0.1642 | 0.0296 | 0.1346 | 0.0257 | -0.0555 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119161 | -147665 | -46323 | -140830 | -143870 | -63727 |
Profit Factor | 1.2486 | 1.0775 | 1.4822 | 1.0499 | 0.8874 | 1.2708 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 52 | 49 | 55 | 52 | 49 | 55 |
Ratio Avg Win / Avg Loss | 1.1525 | 1.1215 | 1.2127 | 0.9691 | 0.9236 | 1.0397 |
Largest Winning Trade | 83849 | 83849 | 34535 | 38609 | 38609 | 26379 |
Largest Losing Trade | -45777 | -33837 | -45777 | -63727 | -54560 | -63727 |
Avg Bars in Trades | 76 | 83 | 70 | 76 | 83 | 70 |
Avg Bars in Winners | 63 | 55 | 70 | 63 | 55 | 70 |
Avg Bars in Losers | 91 | 110 | 70 | 91 | 110 | 70 |
Bars Traded | 15385 | 8357 | 7028 | 15385 | 8357 | 7028 |
Profit Streak | 0 | 0 | 42.1919 | 0 | 0 | 42.1919 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302071 | -291650 | -10770 | -326861 | -581454 | -125132 |
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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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