Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361821.0311 | 274650.9053 | 87170.1258 | 253364.0274 | 283899.6627 | -30535.6353 |
Total P&L (%) | 361.821 | 274.6509 | 87.1701 | 253.364 | 283.8997 | -30.5356 |
Avg Daily Profit (%) | 0.1902 | 0.1444 | 0.0458 | 0.0664 | 0.0707 | -0.0192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100086 | -46961 | -111270 | -420843 | -141465 | -300841 |
Profit Factor | 1.7482 | 2.1964 | 1.3432 | 1.1607 | 1.3801 | 0.9632 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 53 | 54 | 52 | 53 | 54 | 52 |
Ratio Avg Win / Avg Loss | 1.5503 | 1.871 | 1.2399 | 1.0293 | 1.1756 | 0.8891 |
Largest Winning Trade | 203804 | 203804 | 71457 | 257080 | 257080 | 247040 |
Largest Losing Trade | -42646 | -34759 | -42646 | -265002 | -104313 | -265002 |
Avg Bars in Trades | 54 | 42 | 66 | 54 | 42 | 66 |
Avg Bars in Winners | 79 | 47 | 112 | 79 | 47 | 112 |
Avg Bars in Losers | 26 | 36 | 17 | 26 | 36 | 17 |
Bars Traded | 5452 | 2131 | 3321 | 5452 | 2131 | 3321 |
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 | 414245 | -175662 | -311157 | -147408 | -277451 | -760574 |
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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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