Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296158.0525 | 216808.979 | 79349.0736 | 244291.5056 | 151219.3398 | 93072.1658 |
Total P&L (%) | 296.1581 | 216.809 | 79.3491 | 244.2915 | 151.2193 | 93.0722 |
Avg Daily Profit (%) | 0.2843 | 0.2081 | 0.0762 | 0.1188 | 0.0885 | 0.0632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62534 | -65916 | -29440 | -232746 | -176712 | -127843 |
Profit Factor | 1.7363 | 1.9851 | 1.4357 | 1.2793 | 1.327 | 1.2258 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 40 | 30 | 50 | 40 | 30 | 50 |
Ratio Avg Win / Avg Loss | 2.6045 | 4.6319 | 1.4357 | 1.919 | 3.0963 | 1.2258 |
Largest Winning Trade | 205652 | 205652 | 33607 | 261689 | 261689 | 109432 |
Largest Losing Trade | -24280 | -18543 | -24280 | -74803 | -58281 | -74803 |
Avg Bars in Trades | 240 | 228 | 252 | 240 | 228 | 252 |
Avg Bars in Winners | 384 | 414 | 366 | 384 | 414 | 366 |
Avg Bars in Losers | 144 | 148 | 138 | 144 | 148 | 138 |
Bars Traded | 24015 | 11406 | 12609 | 24015 | 11406 | 12609 |
Profit Streak | 30.4881 | 38.7381 | 30.4881 | 30.4881 | 38.7381 | 30.4881 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324435 | -176102 | -269841 | -36015 | -261051 | -288453 |
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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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