Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1112123.6553 | 1029940.0625 | 82183.5928 | 85403.4196 | -25255.5007 | 110658.9202 |
Total P&L (%) | 1112.1237 | 1029.9401 | 82.1836 | 85.4034 | -25.2555 | 110.6589 |
Avg Daily Profit (%) | 0.4712 | 0.4364 | 0.0348 | 0.0262 | -0.0123 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168015 | -96701 | -207398 | -184825 | -148663 | -222504 |
Profit Factor | 2.3868 | 3.5809 | 1.204 | 1.0906 | 0.9478 | 1.241 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 47 | 36 | 58 | 47 | 36 | 58 |
Ratio Avg Win / Avg Loss | 2.6915 | 6.366 | 0.8719 | 1.2298 | 1.6849 | 0.8987 |
Largest Winning Trade | 957919 | 957919 | 66701 | 106751 | 106751 | 91922 |
Largest Losing Trade | -72409 | -30308 | -72409 | -111185 | -48933 | -111185 |
Avg Bars in Trades | 139 | 123 | 156 | 139 | 123 | 156 |
Avg Bars in Winners | 206 | 214 | 201 | 206 | 214 | 201 |
Avg Bars in Losers | 80 | 72 | 94 | 80 | 72 | 94 |
Bars Traded | 13966 | 6161 | 7805 | 13966 | 6161 | 7805 |
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 | 504061 | -168687 | -327568 | -279695 | -763500 | -331673 |
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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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