Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316628.4918 | 434577.4912 | -117948.9994 | -88452.1675 | 462069.1653 | -550521.3328 |
Total P&L (%) | 316.6285 | 434.5775 | -117.949 | -88.4522 | 462.0692 | -550.5213 |
Avg Daily Profit (%) | 0.1367 | 0.1876 | -0.0509 | -0.0931 | 0.0745 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -338028 | -205782 | -294668 | -864478 | -401093 | -922493 |
Profit Factor | 1.1617 | 1.5056 | 0.8926 | 0.9672 | 1.4238 | 0.6574 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 205 | 95 | 110 | 193 | 99 | 94 |
Losing Trades | 195 | 105 | 90 | 207 | 101 | 106 |
Profitability (%) | 51.25 | 47.5 | 55 | 48.25 | 49.5 | 47 |
Ratio Avg Win / Avg Loss | 1.105 | 1.664 | 0.7303 | 1.0374 | 1.4526 | 0.7414 |
Largest Winning Trade | 145132 | 145132 | 50091 | 187715 | 187715 | 141684 |
Largest Losing Trade | -142100 | -42988 | -142100 | -284097 | -182824 | -284097 |
Avg Bars in Trades | 34 | 34 | 33 | 34 | 34 | 33 |
Avg Bars in Winners | 31 | 30 | 33 | 38 | 40 | 36 |
Avg Bars in Losers | 36 | 39 | 32 | 29 | 29 | 30 |
Bars Traded | 13631 | 6973 | 6658 | 13631 | 6973 | 6658 |
Profit Streak | 3.2184 | 3.3851 | 0 | 3.2184 | 3.3851 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51930 | 313166 | -579638 | -578643 | -93068 | -581453 |
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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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