Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644642.0935 | 536687.8002 | 107954.2933 | 408761.5026 | 335135.6194 | 73625.8832 |
Total P&L (%) | 644.6421 | 536.6878 | 107.9543 | 408.7615 | 335.1356 | 73.6259 |
Avg Daily Profit (%) | 0.3479 | 0.2896 | 0.0583 | 0.0878 | 0.0794 | 0.0298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101138 | -114076 | -71610 | -800999 | -592791 | -598495 |
Profit Factor | 2.0328 | 2.7552 | 1.339 | 1.1348 | 1.2329 | 1.0462 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 51 | 50 | 52 | 51 | 50 | 52 |
Ratio Avg Win / Avg Loss | 1.9531 | 2.7552 | 1.236 | 1.0903 | 1.2329 | 0.9657 |
Largest Winning Trade | 458354 | 458354 | 60209 | 799169 | 799169 | 253284 |
Largest Losing Trade | -58859 | -29027 | -58859 | -573015 | -177016 | -573015 |
Avg Bars in Trades | 70 | 75 | 65 | 70 | 75 | 65 |
Avg Bars in Winners | 95 | 108 | 83 | 95 | 108 | 83 |
Avg Bars in Losers | 45 | 43 | 46 | 45 | 43 | 46 |
Bars Traded | 7069 | 3795 | 3274 | 7069 | 3795 | 3274 |
Profit Streak | 77.1799 | 100.6799 | 77.1799 | 77.1799 | 100.6799 | 77.1799 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522912 | -165433 | -294043 | -146555 | -266775 | -503683 |
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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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