Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206439.7276 | 94517.4053 | 111922.3223 | 439615.3399 | 217815.1158 | 221800.2241 |
Total P&L (%) | 206.4397 | 94.5174 | 111.9223 | 439.6153 | 217.8151 | 221.8002 |
Avg Daily Profit (%) | 0.3964 | 0.1815 | 0.2149 | 0.3242 | 0.2223 | 0.2247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31380 | -25519 | -36044 | -100133 | -82027 | -103529 |
Profit Factor | 2.0211 | 1.9139 | 2.1334 | 1.7388 | 1.7791 | 1.7031 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 64 | 66 | 62 | 64 | 66 | 62 |
Ratio Avg Win / Avg Loss | 1.1369 | 0.9859 | 1.3076 | 0.9781 | 0.9165 | 1.0438 |
Largest Winning Trade | 23668 | 18044 | 23668 | 58883 | 51466 | 58883 |
Largest Losing Trade | -31380 | -22471 | -31380 | -86128 | -56182 | -86128 |
Avg Bars in Trades | 246 | 280 | 213 | 246 | 280 | 213 |
Avg Bars in Winners | 197 | 226 | 166 | 197 | 226 | 166 |
Avg Bars in Losers | 334 | 385 | 289 | 334 | 385 | 289 |
Bars Traded | 24689 | 14027 | 10662 | 24689 | 14027 | 10662 |
Profit Streak | 3.6451 | 24.4576 | 0 | 3.6451 | 24.4576 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467762 | -168726 | -168373 | 365939 | -168637 | -169120 |
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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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