Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397305.7327 | 30277.0313 | 367028.7014 | 1464896.2969 | -94944.5184 | 1559840.8153 |
Total P&L (%) | 397.3057 | 30.277 | 367.0287 | 1464.8963 | -94.9445 | 1559.8408 |
Avg Daily Profit (%) | 0.2577 | 0.0196 | 0.2381 | 0.1786 | -0.1934 | 0.1824 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84018 | -44067 | -75486 | -1741501 | -420947 | -1523477 |
Profit Factor | 2.7483 | 1.225 | 4.9595 | 1.519 | 0.9137 | 1.9056 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 17 | 13 | 4 | 17 | 13 | 4 |
Profitability (%) | 83 | 74 | 92 | 83 | 74 | 92 |
Ratio Avg Win / Avg Loss | 0.5629 | 0.4304 | 0.4313 | 0.3111 | 0.321 | 0.1657 |
Largest Winning Trade | 26970 | 21603 | 26970 | 345699 | 184809 | 345699 |
Largest Losing Trade | -75486 | -37600 | -75486 | -1523477 | -211206 | -1523477 |
Avg Bars in Trades | 56 | 16 | 96 | 56 | 16 | 96 |
Avg Bars in Winners | 36 | 5 | 60 | 36 | 5 | 60 |
Avg Bars in Losers | 154 | 46 | 505 | 154 | 46 | 505 |
Bars Traded | 5628 | 802 | 4825 | 5628 | 802 | 4825 |
Profit Streak | 182.3314 | 182.3314 | 257.5814 | 182.3314 | 182.3314 | 257.5814 |
Trades During Streak | 5 | 2 | 13 | 5 | 2 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 601813 | -347440 | -160503 | 494863 | -756473 | -164709 |
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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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