Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272423.5574 | 77875.1681 | 194548.3893 | 209417.3977 | -10100.8826 | 219518.2803 |
Total P&L (%) | 272.4236 | 77.8752 | 194.5484 | 209.4174 | -10.1009 | 219.5183 |
Avg Daily Profit (%) | 0.1793 | 0.0512 | 0.128 | 0.0744 | -0.007 | 0.0765 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68286 | -57566 | -57587 | -195209 | -188482 | -156319 |
Profit Factor | 1.5909 | 1.2872 | 2.025 | 1.2158 | 0.982 | 1.5356 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 48 | 30 | 18 | 48 | 30 | 18 |
Profitability (%) | 52 | 40 | 64 | 52 | 40 | 64 |
Ratio Avg Win / Avg Loss | 1.4686 | 1.9307 | 1.139 | 1.1223 | 1.473 | 0.8638 |
Largest Winning Trade | 92423 | 92423 | 71399 | 127091 | 127091 | 107855 |
Largest Losing Trade | -42022 | -22233 | -42022 | -69048 | -50775 | -69048 |
Avg Bars in Trades | 58 | 43 | 73 | 58 | 43 | 73 |
Avg Bars in Winners | 85 | 67 | 97 | 85 | 67 | 97 |
Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
Bars Traded | 5825 | 2172 | 3653 | 5825 | 2172 | 3653 |
Profit Streak | 0 | 0 | 57.1876 | 0 | 0 | 57.1876 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353917 | -307311 | -196645 | -93578 | -763055 | -268255 |
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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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