Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325748.2381 | 328549.0271 | -2800.7889 | -6332.5725 | 22326.4446 | -28659.0172 |
Total P&L (%) | 325.7482 | 328.549 | -2.8008 | -6.3326 | 22.3264 | -28.659 |
Avg Daily Profit (%) | 0.304 | 0.3066 | -0.0026 | -0.0061 | 0.0188 | -0.0315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145563 | -95645 | -94975 | -680671 | -483718 | -401864 |
Profit Factor | 1.6109 | 2.2308 | 0.9895 | 0.9965 | 1.0227 | 0.9653 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 41 | 38 | 44 | 41 | 38 | 44 |
Ratio Avg Win / Avg Loss | 2.3181 | 3.6397 | 1.2593 | 1.434 | 1.6686 | 1.2286 |
Largest Winning Trade | 425816 | 425816 | 41981 | 510347 | 510347 | 125076 |
Largest Losing Trade | -20905 | -18906 | -20905 | -94112 | -87831 | -94112 |
Avg Bars in Trades | 62 | 66 | 58 | 62 | 66 | 58 |
Avg Bars in Winners | 86 | 90 | 82 | 86 | 90 | 82 |
Avg Bars in Losers | 46 | 51 | 40 | 46 | 51 | 40 |
Bars Traded | 6268 | 3328 | 2940 | 6268 | 3328 | 2940 |
Profit Streak | 27.3222 | 27.3222 | 27.6555 | 27.3222 | 27.3222 | 27.6555 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336176 | -171403 | -760959 | -581332 | -551734 | -760959 |
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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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