Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288556.3387 | 90588.0778 | 197968.2609 | -198737.2992 | 170393.8097 | -369131.1089 |
Total P&L (%) | 288.5563 | 90.5881 | 197.9683 | -198.7373 | 170.3938 | -369.1311 |
Avg Daily Profit (%) | 0.1513 | 0.0475 | 0.1038 | 0 | 0.0522 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146195 | -76660 | -105030 | -876671 | -160581 | -857722 |
Profit Factor | 1.7945 | 1.4152 | 2.3648 | 0.8487 | 1.4512 | 0.6055 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 80 | 38 | 42 | 60 | 30 | 30 |
Losing Trades | 20 | 12 | 8 | 40 | 20 | 20 |
Profitability (%) | 80 | 76 | 84 | 60 | 60 | 60 |
Ratio Avg Win / Avg Loss | 0.4486 | 0.4469 | 0.4504 | 0.5658 | 0.9675 | 0.4037 |
Largest Winning Trade | 35726 | 35726 | 28566 | 124895 | 57311 | 124895 |
Largest Losing Trade | -105030 | -45188 | -105030 | -817065 | -94284 | -817065 |
Avg Bars in Trades | 31 | 36 | 26 | 31 | 36 | 26 |
Avg Bars in Winners | 17 | 15 | 19 | 22 | 22 | 22 |
Avg Bars in Losers | 87 | 103 | 64 | 44 | 56 | 32 |
Bars Traded | 3168 | 1823 | 1344 | 3168 | 1823 | 1344 |
Profit Streak | 47.8826 | 47.8826 | 235.8826 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 12 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502733 | -305484 | -226607 | -579215 | -302657 | -759259 |
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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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