Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314114.3402 | 226252.5044 | 87861.8358 | 2458.7711 | -16525.2194 | 18983.9906 |
Total P&L (%) | 314.1143 | 226.2525 | 87.8618 | 2.4588 | -16.5252 | 18.984 |
Avg Daily Profit (%) | 0.1643 | 0.1184 | 0.046 | 0.0013 | -0.0094 | 0.0091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137809 | -117357 | -124059 | -96736 | -90884 | -86883 |
Profit Factor | 1.4212 | 1.5473 | 1.2644 | 1.0055 | 0.9372 | 1.1041 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 58 | 52 | 64 | 58 | 52 | 64 |
Ratio Avg Win / Avg Loss | 1.0292 | 1.4283 | 0.7112 | 0.7281 | 0.8651 | 0.621 |
Largest Winning Trade | 167800 | 167800 | 55873 | 43856 | 43856 | 41305 |
Largest Losing Trade | -62671 | -35374 | -62671 | -57646 | -36557 | -57646 |
Avg Bars in Trades | 36 | 37 | 36 | 36 | 37 | 36 |
Avg Bars in Winners | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Losers | 32 | 37 | 24 | 32 | 37 | 24 |
Bars Traded | 3664 | 1863 | 1801 | 3664 | 1863 | 1801 |
Profit Streak | 116.3632 | 116.3632 | 158.3632 | 116.3632 | 116.3632 | 158.3632 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392538 | -211836 | -310207 | -570248 | -759221 | -472834 |
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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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