Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 606107.4765 | 475573.2649 | 130534.2116 | 1091799.6338 | 496103.0401 | 595696.5938 |
Total P&L (%) | 606.1075 | 475.5733 | 130.5342 | 1091.7996 | 496.103 | 595.6966 |
Avg Daily Profit (%) | 0.291 | 0.2284 | 0.0627 | 0.1191 | 0.0858 | 0.0932 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90304 | -112922 | -154688 | -566107 | -394340 | -544119 |
Profit Factor | 1.9319 | 2.6256 | 1.3648 | 1.4194 | 1.3934 | 1.4438 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 47 | 38 | 56 | 47 | 38 | 56 |
Ratio Avg Win / Avg Loss | 2.1786 | 4.2839 | 1.0723 | 1.6006 | 2.2735 | 1.1344 |
Largest Winning Trade | 151771 | 151771 | 68256 | 678015 | 277230 | 678015 |
Largest Losing Trade | -45420 | -24884 | -45420 | -297959 | -143297 | -297959 |
Avg Bars in Trades | 244 | 153 | 335 | 244 | 153 | 335 |
Avg Bars in Winners | 402 | 251 | 504 | 402 | 251 | 504 |
Avg Bars in Losers | 104 | 92 | 120 | 104 | 92 | 120 |
Bars Traded | 24433 | 7655 | 16778 | 24433 | 7655 | 16778 |
Profit Streak | 0 | 0 | 136.0856 | 0 | 0 | 136.0856 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417039 | -171850 | -286678 | -32612 | -261411 | -245102 |
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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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