Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204193.1654 | 118382.5885 | 85810.5769 | 68717.1518 | -42349.2824 | 111066.4342 |
Total P&L (%) | 204.1932 | 118.3826 | 85.8106 | 68.7172 | -42.3493 | 111.0664 |
Avg Daily Profit (%) | 0.182 | 0.1055 | 0.0765 | 0.0466 | -0.0491 | 0.0666 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68457 | -66609 | -70161 | -214771 | -196415 | -142796 |
Profit Factor | 1.4689 | 1.4911 | 1.4413 | 1.0841 | 0.9102 | 1.3211 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 48 | 40 | 56 | 48 | 40 | 56 |
Ratio Avg Win / Avg Loss | 1.5913 | 2.2366 | 1.1325 | 1.1744 | 1.3653 | 1.038 |
Largest Winning Trade | 130112 | 130112 | 45137 | 130710 | 130710 | 66942 |
Largest Losing Trade | -53818 | -22319 | -53818 | -62982 | -62929 | -62982 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 36 | 32 | 38 | 36 | 32 | 38 |
Avg Bars in Losers | 27 | 29 | 26 | 27 | 29 | 26 |
Bars Traded | 3181 | 1532 | 1648 | 3181 | 1532 | 1648 |
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 | 330585 | -233666 | -269132 | -259261 | -763055 | -283044 |
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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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