Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325283.1905 | 51040.2909 | 274242.8996 | 792714.6932 | 63300.4915 | 729414.2017 |
Total P&L (%) | 325.2832 | 51.0403 | 274.2429 | 792.7147 | 63.3005 | 729.4142 |
Avg Daily Profit (%) | 0.3146 | 0.0494 | 0.2652 | 0.2119 | 0.0474 | 0.2048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65581 | -71330 | -32961 | -289184 | -298475 | -68357 |
Profit Factor | 2.1346 | 1.2516 | 4.2727 | 2.029 | 1.1055 | 5.2817 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 67 | 60 | 74 | 67 | 60 | 74 |
Ratio Avg Win / Avg Loss | 1.0514 | 0.8344 | 1.5012 | 0.9993 | 0.737 | 1.8557 |
Largest Winning Trade | 36799 | 28955 | 36799 | 127941 | 98355 | 127941 |
Largest Losing Trade | -64026 | -64026 | -22881 | -286317 | -286317 | -40101 |
Avg Bars in Trades | 29 | 36 | 21 | 29 | 36 | 21 |
Avg Bars in Winners | 24 | 25 | 24 | 24 | 25 | 24 |
Avg Bars in Losers | 38 | 54 | 14 | 38 | 54 | 14 |
Bars Traded | 2924 | 1839 | 1084 | 2924 | 1839 | 1084 |
Profit Streak | 5.3632 | 5.3632 | 12.0299 | 5.3632 | 5.3632 | 12.0299 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567132 | -308182 | -160140 | 483207 | -414197 | -159499 |
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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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