Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308366.7388 | 347789.9912 | -39423.2524 | -92435.496 | 562875.2187 | -655310.7147 |
Total P&L (%) | 308.3667 | 347.79 | -39.4233 | -92.4355 | 562.8752 | -655.3107 |
Avg Daily Profit (%) | 0.1613 | 0.1819 | -0.0206 | -0.1349 | 0.099 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212411 | -91124 | -210035 | -622260 | -142921 | -797288 |
Profit Factor | 1.2375 | 1.5922 | 0.9445 | 0.9548 | 1.7946 | 0.5093 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 53.5 | 53 | 54 | 53.5 | 53 | 54 |
Ratio Avg Win / Avg Loss | 1.0756 | 1.412 | 0.8046 | 0.8298 | 1.5914 | 0.4338 |
Largest Winning Trade | 142187 | 142187 | 42390 | 184638 | 184638 | 98135 |
Largest Losing Trade | -93351 | -41838 | -93351 | -425981 | -108033 | -425981 |
Avg Bars in Trades | 113 | 112 | 115 | 113 | 112 | 115 |
Avg Bars in Winners | 112 | 109 | 115 | 112 | 109 | 115 |
Avg Bars in Losers | 115 | 114 | 115 | 115 | 114 | 115 |
Bars Traded | 22753 | 11206 | 11547 | 22753 | 11206 | 11547 |
Profit Streak | 38.2121 | 38.2121 | 48.0455 | 38.2121 | 38.2121 | 48.0455 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357291 | 359382 | -579557 | -577845 | -56369 | -579557 |
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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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