Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 912736.3552 | 752802.0342 | 159934.321 | -533855.5351 | 324018.9236 | -857874.4587 |
Total P&L (%) | 912.7364 | 752.802 | 159.9343 | -533.8555 | 324.0189 | -857.8745 |
Avg Daily Profit (%) | 0.4692 | 0.387 | 0.0822 | 0 | 0.0743 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128721 | -96345 | -107018 | -893683 | -238173 | -956348 |
Profit Factor | 2.3667 | 2.9025 | 1.5877 | 0.7609 | 1.3408 | 0.331 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 57 | 23 | 34 | 45 | 29 | 16 |
Losing Trades | 43 | 27 | 16 | 55 | 21 | 34 |
Profitability (%) | 57 | 46 | 68 | 45 | 58 | 32 |
Ratio Avg Win / Avg Loss | 1.7854 | 3.4073 | 0.7471 | 0.93 | 0.971 | 0.7033 |
Largest Winning Trade | 544474 | 544474 | 34687 | 230526 | 230526 | 85956 |
Largest Losing Trade | -107018 | -38846 | -107018 | -321327 | -238173 | -321327 |
Avg Bars in Trades | 75 | 93 | 56 | 75 | 93 | 56 |
Avg Bars in Winners | 76 | 105 | 56 | 77 | 88 | 57 |
Avg Bars in Losers | 73 | 83 | 56 | 73 | 101 | 56 |
Bars Traded | 7528 | 4691 | 2837 | 7528 | 4691 | 2837 |
Profit Streak | 22.1274 | 0 | 34.8774 | 0 | 43.3774 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 596484 | -166432 | -260187 | -582456 | -273550 | -767833 |
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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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