Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620617.7347 | 603154.4335 | 17463.3012 | 23015.0884 | 147570.2802 | -124555.1917 |
Total P&L (%) | 620.6177 | 603.1544 | 17.4633 | 23.0151 | 147.5703 | -124.5552 |
Avg Daily Profit (%) | 0.3187 | 0.3097 | 0.009 | 0.0106 | 0.0466 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143432 | -148051 | -121428 | -280717 | -289002 | -298842 |
Profit Factor | 1.5517 | 2.1281 | 1.0296 | 1.0124 | 1.1664 | 0.8707 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 78 | 27 | 51 | 78 | 27 | 51 |
Losing Trades | 122 | 73 | 49 | 122 | 73 | 49 |
Profitability (%) | 39 | 27 | 51 | 39 | 27 | 51 |
Ratio Avg Win / Avg Loss | 2.427 | 5.7537 | 0.9892 | 1.5836 | 3.1536 | 0.8366 |
Largest Winning Trade | 397723 | 397723 | 52149 | 258472 | 258472 | 84139 |
Largest Losing Trade | -46699 | -32189 | -46699 | -107648 | -57798 | -107648 |
Avg Bars in Trades | 58 | 50 | 65 | 58 | 50 | 65 |
Avg Bars in Winners | 98 | 106 | 93 | 98 | 106 | 93 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 11603 | 5014 | 6589 | 11603 | 5014 | 6589 |
Profit Streak | 0 | 0 | 40.9631 | 0 | 0 | 40.9631 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307962 | -8264 | -378249 | -392468 | -188404 | -579948 |
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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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