Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246655.1283 | 308482.0461 | -61826.9179 | -84742.6264 | 135176.6109 | -219919.2373 |
Total P&L (%) | 246.6551 | 308.482 | -61.8269 | -84.7426 | 135.1766 | -219.9192 |
Avg Daily Profit (%) | 0.1379 | 0.1725 | -0.0346 | -0.1051 | 0.0478 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195763 | -89604 | -159077 | -284130 | -96947 | -233901 |
Profit Factor | 1.2127 | 1.605 | 0.9048 | 0.9072 | 1.346 | 0.579 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 50 | 46 | 54 | 50 | 46 | 54 |
Ratio Avg Win / Avg Loss | 1.2127 | 1.8841 | 0.7708 | 0.9072 | 1.58 | 0.4932 |
Largest Winning Trade | 171386 | 171386 | 76349 | 177392 | 177392 | 32125 |
Largest Losing Trade | -67064 | -36025 | -67064 | -83161 | -78459 | -83161 |
Avg Bars in Trades | 34 | 33 | 36 | 34 | 33 | 36 |
Avg Bars in Winners | 35 | 33 | 38 | 35 | 33 | 38 |
Avg Bars in Losers | 33 | 33 | 34 | 33 | 33 | 34 |
Bars Traded | 6959 | 3322 | 3636 | 6959 | 3322 | 3636 |
Profit Streak | 0 | 0 | 33.5454 | 0 | 0 | 33.5454 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8326 | 308902 | -580005 | -579730 | -129405 | -580005 |
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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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