Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317376.2016 | 205420.4762 | 111955.7255 | 80300.3609 | 37687.7636 | 42612.5973 |
Total P&L (%) | 317.3762 | 205.4205 | 111.9557 | 80.3004 | 37.6878 | 42.6126 |
Avg Daily Profit (%) | 0.2345 | 0.1518 | 0.0827 | 0.0436 | 0.0236 | 0.0262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133867 | -98972 | -91147 | -240368 | -148081 | -170150 |
Profit Factor | 1.512 | 1.6433 | 1.3725 | 1.0867 | 1.0852 | 1.0882 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 45 | 34 | 56 | 45 | 34 | 56 |
Ratio Avg Win / Avg Loss | 1.848 | 3.19 | 1.0784 | 1.3282 | 2.1065 | 0.855 |
Largest Winning Trade | 140215 | 140215 | 51948 | 97440 | 97440 | 82611 |
Largest Losing Trade | -45221 | -31238 | -45221 | -91776 | -42008 | -91776 |
Avg Bars in Trades | 78 | 68 | 89 | 78 | 68 | 89 |
Avg Bars in Winners | 122 | 120 | 123 | 122 | 120 | 123 |
Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
Bars Traded | 7888 | 3434 | 4454 | 7888 | 3434 | 4454 |
Profit Streak | 0 | 38.0682 | 0 | 0 | 38.0682 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314225 | -175411 | -261255 | -261509 | -475195 | -464280 |
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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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