Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 825725.8004 | 777137.6941 | 48588.1063 | 1111506.3497 | 1813299.8499 | -701793.5002 |
Total P&L (%) | 825.7258 | 777.1377 | 48.5881 | 1111.5064 | 1813.2999 | -701.7935 |
Avg Daily Profit (%) | 0.4565 | 0.4297 | 0.0269 | 0.138 | 0.1633 | 0 |
Buy And Hold Return (%) | 265.1808 | 265.1808 | 265.1808 | 265.1808 | 265.1808 | 265.1808 |
Max Trade Drawdown | -103365 | -60286 | -65473 | -2417353 | -1438031 | -1234463 |
Profit Factor | 2.2234 | 3.4066 | 1.138 | 1.1545 | 1.5079 | 0.8063 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 45 | 46 | 44 | 45 | 46 | 44 |
Ratio Avg Win / Avg Loss | 2.7174 | 3.999 | 1.4484 | 1.4111 | 1.7701 | 1.0261 |
Largest Winning Trade | 344968 | 344968 | 69263 | 1313229 | 1313229 | 585453 |
Largest Losing Trade | -55943 | -34207 | -55943 | -817553 | -753211 | -817553 |
Avg Bars in Trades | 53 | 44 | 61 | 53 | 44 | 61 |
Avg Bars in Winners | 73 | 59 | 88 | 73 | 59 | 88 |
Avg Bars in Losers | 36 | 32 | 39 | 36 | 32 | 39 |
Bars Traded | 5320 | 2249 | 3071 | 5320 | 2249 | 3071 |
Profit Streak | 0 | 37.6351 | 0 | 0 | 37.6351 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351846 | -167723 | -573861 | -62639 | -170984 | -761500 |
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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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