Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630890.6954 | 409907.6674 | 220983.028 | 778460.9849 | -335476.7614 | 1113937.7464 |
Total P&L (%) | 630.8907 | 409.9077 | 220.983 | 778.461 | -335.4768 | 1113.9377 |
Avg Daily Profit (%) | 0.3481 | 0.2262 | 0.1219 | 0.12 | 0 | 0.1379 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97452 | -87735 | -64088 | -1007430 | -981903 | -868012 |
Profit Factor | 1.8105 | 2 | 1.5996 | 1.1189 | 0.9028 | 1.3597 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 88 | 35 | 53 | 88 | 35 | 53 |
Losing Trades | 112 | 65 | 47 | 112 | 65 | 47 |
Profitability (%) | 44 | 35 | 53 | 44 | 35 | 53 |
Ratio Avg Win / Avg Loss | 2.3042 | 3.7143 | 1.4185 | 1.4241 | 1.6765 | 1.2057 |
Largest Winning Trade | 342453 | 342453 | 63990 | 572139 | 572139 | 507515 |
Largest Losing Trade | -53777 | -28924 | -53777 | -714147 | -296842 | -714147 |
Avg Bars in Trades | 53 | 43 | 63 | 53 | 43 | 63 |
Avg Bars in Winners | 78 | 68 | 84 | 78 | 68 | 84 |
Avg Bars in Losers | 34 | 30 | 39 | 34 | 30 | 39 |
Bars Traded | 10722 | 4396 | 6326 | 10722 | 4396 | 6326 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412274 | 198875 | -28198 | -123433 | -584121 | -8033 |
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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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