Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387264.9741 | 384324.9801 | 2939.994 | -51262.1422 | 149093.2859 | -200355.4281 |
Total P&L (%) | 387.265 | 384.325 | 2.94 | -51.2621 | 149.0933 | -200.3554 |
Avg Daily Profit (%) | 0.2419 | 0.2401 | 0.0018 | -0.0449 | 0.057 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174624 | -146146 | -137149 | -442280 | -336219 | -234502 |
Profit Factor | 1.5283 | 2.0925 | 1.0077 | 0.9541 | 1.281 | 0.6577 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 45 | 40 | 50 | 45 | 40 | 50 |
Ratio Avg Win / Avg Loss | 1.8679 | 3.1387 | 1.0077 | 1.1661 | 1.9214 | 0.6577 |
Largest Winning Trade | 263267 | 263267 | 61146 | 298164 | 298164 | 90317 |
Largest Losing Trade | -62821 | -42213 | -62821 | -207275 | -207275 | -105056 |
Avg Bars in Trades | 93 | 80 | 106 | 93 | 80 | 106 |
Avg Bars in Winners | 128 | 111 | 142 | 128 | 111 | 142 |
Avg Bars in Losers | 64 | 59 | 70 | 64 | 59 | 70 |
Bars Traded | 9333 | 4025 | 5308 | 9333 | 4025 | 5308 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320079 | -172001 | -748235 | -580789 | -299634 | -760833 |
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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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