Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272511.2927 | 73646.419 | 198864.8738 | 269925.5626 | 59798.5487 | 210127.0139 |
Total P&L (%) | 272.5113 | 73.6464 | 198.8649 | 269.9256 | 59.7985 | 210.127 |
Avg Daily Profit (%) | 0.1845 | 0.0499 | 0.1346 | 0.0886 | 0.0317 | 0.0767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110613 | -76039 | -88624 | -141425 | -122953 | -113190 |
Profit Factor | 1.565 | 1.3179 | 1.7933 | 1.3711 | 1.1678 | 1.5663 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 50 | 40 | 60 | 50 | 40 | 60 |
Ratio Avg Win / Avg Loss | 1.565 | 1.9769 | 1.1955 | 1.3711 | 1.7517 | 1.0442 |
Largest Winning Trade | 69339 | 69339 | 68091 | 133560 | 133560 | 106458 |
Largest Losing Trade | -37957 | -26882 | -37957 | -92027 | -92027 | -64287 |
Avg Bars in Trades | 28 | 21 | 35 | 28 | 21 | 35 |
Avg Bars in Winners | 35 | 24 | 42 | 35 | 24 | 42 |
Avg Bars in Losers | 21 | 18 | 25 | 21 | 18 | 25 |
Bars Traded | 2821 | 1058 | 1763 | 2821 | 1058 | 1763 |
Profit Streak | 77.3113 | 104.8113 | 77.3113 | 77.3113 | 104.8113 | 77.3113 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443275 | -307330 | -188789 | -72136 | -368323 | -266679 |
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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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