Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589479.8504 | 451270.1032 | 138209.7473 | -107759.3779 | 151647.6923 | -259407.0702 |
Total P&L (%) | 589.4799 | 451.2701 | 138.2097 | -107.7594 | 151.6477 | -259.4071 |
Avg Daily Profit (%) | 0.3114 | 0.2384 | 0.073 | 0 | 0.0488 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115595 | -65907 | -194304 | -313445 | -15748 | -344747 |
Profit Factor | 1.7977 | 2.4118 | 1.3296 | 0.7469 | 5.8355 | 0.3423 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 63 | 30 | 33 | 41 | 23 | 18 |
Losing Trades | 37 | 20 | 17 | 59 | 27 | 32 |
Profitability (%) | 63 | 60 | 66 | 41 | 46 | 36 |
Ratio Avg Win / Avg Loss | 1.0558 | 1.6078 | 0.685 | 1.0748 | 6.8504 | 0.6085 |
Largest Winning Trade | 75960 | 75960 | 44378 | 73462 | 73462 | 69878 |
Largest Losing Trade | -103409 | -56644 | -103409 | -244888 | -11158 | -244888 |
Avg Bars in Trades | 73 | 83 | 62 | 73 | 83 | 62 |
Avg Bars in Winners | 72 | 80 | 65 | 75 | 89 | 58 |
Avg Bars in Losers | 73 | 87 | 57 | 71 | 78 | 65 |
Bars Traded | 7320 | 4175 | 3145 | 7320 | 4175 | 3145 |
Profit Streak | 15.1566 | 0 | 145.1566 | 0 | 79.6566 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497704 | -166215 | -273489 | -582345 | -300434 | -766277 |
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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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