Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134028.8415 | 85205.0197 | 48823.8218 | 159798.4616 | 139813.6436 | 19984.818 |
Total P&L (%) | 134.0288 | 85.205 | 48.8238 | 159.7985 | 139.8136 | 19.9848 |
Avg Daily Profit (%) | 0.5033 | 0.3199 | 0.1833 | 0.3591 | 0.329 | 0.0684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39700 | -31803 | -39260 | -112405 | -68977 | -103197 |
Profit Factor | 1.5296 | 1.7789 | 1.3398 | 1.3962 | 1.8316 | 1.085 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 47 | 44 | 50 | 47 | 44 | 50 |
Ratio Avg Win / Avg Loss | 1.7249 | 2.264 | 1.3398 | 1.5744 | 2.3311 | 1.085 |
Largest Winning Trade | 43724 | 43724 | 27323 | 94767 | 94767 | 39080 |
Largest Losing Trade | -14209 | -9911 | -14209 | -38237 | -22881 | -38237 |
Avg Bars in Trades | 124 | 122 | 127 | 124 | 122 | 127 |
Avg Bars in Winners | 166 | 161 | 171 | 166 | 161 | 171 |
Avg Bars in Losers | 87 | 92 | 82 | 87 | 92 | 82 |
Bars Traded | 12483 | 6131 | 6352 | 12483 | 6131 | 6352 |
Profit Streak | 274.3734 | 0 | 286.3109 | 274.3734 | 0 | 286.3109 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400425 | -171745 | -174095 | 326730 | -171566 | -415975 |
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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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