Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2092411.9614 | 2162535.8231 | -70123.8617 | -75170.0645 | 391240.4514 | -466410.5159 |
Total P&L (%) | 2092.412 | 2162.5358 | -70.1239 | -75.1701 | 391.2405 | -466.4105 |
Avg Daily Profit (%) | 0.9222 | 0.9532 | -0.0309 | -0.0614 | 0.0702 | 0 |
Buy And Hold Return (%) | 201.3216 | 201.3216 | 201.3216 | 201.3216 | 201.3216 | 201.3216 |
Max Trade Drawdown | -156526 | -138888 | -160147 | -560461 | -304838 | -537755 |
Profit Factor | 3.2212 | 5.6817 | 0.8539 | 0.9556 | 1.5573 | 0.5295 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 36 | 32 | 40 | 36 | 32 | 40 |
Ratio Avg Win / Avg Loss | 5.7265 | 12.0737 | 1.2809 | 1.6989 | 3.3092 | 0.7942 |
Largest Winning Trade | 2001377 | 2001377 | 50277 | 388161 | 388161 | 168282 |
Largest Losing Trade | -91606 | -34652 | -91606 | -423736 | -136725 | -423736 |
Avg Bars in Trades | 133 | 130 | 136 | 133 | 130 | 136 |
Avg Bars in Winners | 227 | 252 | 207 | 227 | 252 | 207 |
Avg Bars in Losers | 81 | 73 | 89 | 81 | 73 | 89 |
Bars Traded | 13382 | 6541 | 6841 | 13382 | 6541 | 6841 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513027 | -165461 | -763055 | -583178 | -290783 | -764722 |
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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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