Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313194.2659 | 255331.8685 | 57862.3973 | 5517.5936 | 89876.0305 | -84358.4369 |
Total P&L (%) | 313.1943 | 255.3319 | 57.8624 | 5.5176 | 89.876 | -84.3584 |
Avg Daily Profit (%) | 0.1677 | 0.1367 | 0.031 | 0.0029 | 0.0343 | -0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153661 | -90898 | -148099 | -151844 | -66026 | -163651 |
Profit Factor | 1.4852 | 1.8575 | 1.1664 | 1.0147 | 1.6504 | 0.6453 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 56 | 50 | 62 | 56 | 50 | 62 |
Ratio Avg Win / Avg Loss | 1.167 | 1.8575 | 0.7149 | 0.7972 | 1.6504 | 0.3955 |
Largest Winning Trade | 61690 | 61690 | 42127 | 61043 | 61043 | 20357 |
Largest Losing Trade | -75246 | -50296 | -75246 | -56745 | -27976 | -56745 |
Avg Bars in Trades | 54 | 60 | 48 | 54 | 60 | 48 |
Avg Bars in Winners | 44 | 48 | 40 | 44 | 48 | 40 |
Avg Bars in Losers | 67 | 72 | 61 | 67 | 72 | 61 |
Bars Traded | 5455 | 3028 | 2427 | 5455 | 3028 | 2427 |
Profit Streak | 32.2875 | 32.2875 | 291.2875 | 32.2875 | 32.2875 | 291.2875 |
Trades During Streak | 3 | 1 | 10 | 3 | 1 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398105 | -186481 | -368429 | -558304 | -323403 | -757779 |
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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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