Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278349.7154 | 119913.0241 | 158436.6913 | 496312.2157 | 153415.9549 | 342896.2608 |
Total P&L (%) | 278.3497 | 119.913 | 158.4367 | 496.3122 | 153.416 | 342.8963 |
Avg Daily Profit (%) | 0.2554 | 0.11 | 0.1454 | 0.164 | 0.0853 | 0.1366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51103 | -62248 | -55859 | -186804 | -254092 | -97619 |
Profit Factor | 1.7446 | 1.512 | 2.1348 | 1.6096 | 1.3111 | 2.068 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 58 | 56 | 60 | 58 | 56 | 60 |
Ratio Avg Win / Avg Loss | 1.2634 | 1.188 | 1.4232 | 1.1656 | 1.0302 | 1.3786 |
Largest Winning Trade | 42942 | 42942 | 33453 | 115064 | 112271 | 115064 |
Largest Losing Trade | -39513 | -39513 | -36925 | -89535 | -89535 | -67841 |
Avg Bars in Trades | 29 | 28 | 29 | 29 | 28 | 29 |
Avg Bars in Winners | 25 | 19 | 31 | 25 | 19 | 31 |
Avg Bars in Losers | 34 | 40 | 27 | 34 | 40 | 27 |
Bars Traded | 2933 | 1446 | 1487 | 2933 | 1446 | 1487 |
Profit Streak | 34.8691 | 37.2024 | 34.8691 | 34.8691 | 37.2024 | 34.8691 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481496 | -222309 | -173539 | 443986 | -256426 | -185312 |
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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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