Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192581.4358 | 126813.5584 | 65767.8774 | -72731.1424 | 19919.5565 | -92650.6989 |
Total P&L (%) | 192.5814 | 126.8136 | 65.7679 | -72.7311 | 19.9196 | -92.6507 |
Avg Daily Profit (%) | 0.1583 | 0.1042 | 0.0541 | -0.1067 | 0.0149 | -0.2143 |
Buy And Hold Return (%) | 35.0301 | 35.0301 | 35.0301 | 35.0301 | 35.0301 | 35.0301 |
Max Trade Drawdown | -95026 | -61981 | -115703 | -149397 | -52113 | -153727 |
Profit Factor | 1.3484 | 1.5262 | 1.211 | 0.7397 | 1.2321 | 0.5213 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 65 | 64 | 66 | 65 | 64 | 66 |
Ratio Avg Win / Avg Loss | 0.7261 | 0.8585 | 0.6238 | 0.3983 | 0.693 | 0.2686 |
Largest Winning Trade | 26426 | 26426 | 21399 | 27388 | 27388 | 18678 |
Largest Losing Trade | -95026 | -35449 | -95026 | -147480 | -33369 | -147480 |
Avg Bars in Trades | 34 | 39 | 28 | 34 | 39 | 28 |
Avg Bars in Winners | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Losers | 55 | 66 | 42 | 55 | 66 | 42 |
Bars Traded | 3442 | 1993 | 1449 | 3442 | 1993 | 1449 |
Profit Streak | 46.0933 | 144.0933 | 46.0933 | 46.0933 | 144.0933 | 46.0933 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315326 | -233326 | -306849 | -576994 | -517407 | -757062 |
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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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