Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1351903.6028 | 1271393.5444 | 80510.0584 | 5407441.8185 | 5495577.325 | -88135.5065 |
Total P&L (%) | 1351.9036 | 1271.3935 | 80.5101 | 5407.4418 | 5495.5773 | -88.1355 |
Avg Daily Profit (%) | 0.7401 | 0.696 | 0.0441 | 0.2197 | 0.2206 | -0.1166 |
Buy And Hold Return (%) | 660.2856 | 660.2856 | 660.2856 | 660.2856 | 660.2856 | 660.2856 |
Max Trade Drawdown | -75661 | -66271 | -73282 | -6367857 | -3197343 | -3950025 |
Profit Factor | 3.365 | 6.1113 | 1.2494 | 1.2778 | 1.7179 | 0.9925 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 46 | 42 | 50 | 46 | 42 | 50 |
Ratio Avg Win / Avg Loss | 3.9503 | 8.4394 | 1.2494 | 1.5 | 2.3723 | 0.9925 |
Largest Winning Trade | 772623 | 772623 | 75853 | 4326471 | 4326471 | 2385663 |
Largest Losing Trade | -32684 | -20801 | -32684 | -1827071 | -1022062 | -1827071 |
Avg Bars in Trades | 107 | 100 | 113 | 107 | 100 | 113 |
Avg Bars in Winners | 158 | 147 | 166 | 158 | 147 | 166 |
Avg Bars in Losers | 64 | 66 | 60 | 64 | 66 | 60 |
Bars Traded | 10725 | 5035 | 5690 | 10725 | 5035 | 5690 |
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 | 404157 | -169746 | -480098 | 287134 | -171697 | -760833 |
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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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