Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336138.625 | 254852.4503 | 81286.1747 | 480363.8438 | 221384.0469 | 258979.7968 |
Total P&L (%) | 336.1386 | 254.8525 | 81.2862 | 480.3638 | 221.384 | 258.9798 |
Avg Daily Profit (%) | 0.1522 | 0.1154 | 0.0368 | 0.0797 | 0.0529 | 0.0579 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67068 | -62713 | -87967 | -233054 | -147004 | -99013 |
Profit Factor | 1.8002 | 2.3869 | 1.344 | 1.5296 | 1.4656 | 1.6001 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 46 | 38 | 54 | 46 | 38 | 54 |
Ratio Avg Win / Avg Loss | 2.1133 | 3.8944 | 1.1449 | 1.7956 | 2.3912 | 1.363 |
Largest Winning Trade | 121653 | 121653 | 50605 | 211388 | 192345 | 211388 |
Largest Losing Trade | -31126 | -17969 | -31126 | -96973 | -96973 | -54164 |
Avg Bars in Trades | 127 | 109 | 144 | 127 | 109 | 144 |
Avg Bars in Winners | 211 | 206 | 215 | 211 | 206 | 215 |
Avg Bars in Losers | 55 | 50 | 62 | 55 | 50 | 62 |
Bars Traded | 12723 | 5476 | 7247 | 12723 | 5476 | 7247 |
Profit Streak | 0 | 0 | 90.0183 | 0 | 0 | 90.0183 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336172 | -219097 | -321947 | -85274 | -304809 | -292269 |
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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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