Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231848.5693 | 260903.4916 | -29054.9223 | -41964.4796 | -756.3937 | -41208.0859 |
Total P&L (%) | 231.8486 | 260.9035 | -29.0549 | -41.9645 | -0.7564 | -41.2081 |
Avg Daily Profit (%) | 0.2145 | 0.2414 | -0.0269 | -0.0503 | -0.0007 | -0.0491 |
Buy And Hold Return (%) | 15.419 | 15.419 | 15.419 | 15.419 | 15.419 | 15.419 |
Max Trade Drawdown | -180959 | -103159 | -105237 | -728036 | -456767 | -336623 |
Profit Factor | 1.4376 | 2.0876 | 0.8998 | 0.9702 | 0.9989 | 0.9417 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 46 | 38 | 54 | 46 | 38 | 54 |
Ratio Avg Win / Avg Loss | 1.6876 | 3.4061 | 0.7665 | 1.139 | 1.6298 | 0.8022 |
Largest Winning Trade | 350754 | 350754 | 46190 | 367892 | 367892 | 167545 |
Largest Losing Trade | -35549 | -29297 | -35549 | -204124 | -204124 | -119404 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 28 | 21 | 34 | 28 | 21 | 34 |
Avg Bars in Losers | 31 | 32 | 29 | 31 | 32 | 29 |
Bars Traded | 3033 | 1430 | 1603 | 3033 | 1430 | 1603 |
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 | 305688 | -172500 | -760314 | -580400 | -762444 | -760314 |
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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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