Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575886.1395 | 434364.7957 | 141521.3437 | 2003300.6846 | 23854.3167 | 1979446.3679 |
Total P&L (%) | 575.8861 | 434.3648 | 141.5213 | 2003.3007 | 23.8543 | 1979.4464 |
Avg Daily Profit (%) | 0.3227 | 0.2434 | 0.0793 | 0.1708 | 0.012 | 0.1702 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104521 | -67348 | -63341 | -4433460 | -3419089 | -1900565 |
Profit Factor | 2.4073 | 3.4056 | 1.619 | 1.1801 | 1.0042 | 1.3598 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Profitability (%) | 46 | 50 | 42 | 46 | 50 | 42 |
Ratio Avg Win / Avg Loss | 2.826 | 3.4056 | 2.2357 | 1.3853 | 1.0042 | 1.8779 |
Largest Winning Trade | 151752 | 151752 | 77883 | 2471954 | 1744250 | 2471954 |
Largest Losing Trade | -50342 | -18522 | -50342 | -890660 | -890660 | -815464 |
Avg Bars in Trades | 208 | 213 | 202 | 208 | 213 | 202 |
Avg Bars in Winners | 355 | 322 | 394 | 355 | 322 | 394 |
Avg Bars in Losers | 82 | 103 | 63 | 82 | 103 | 63 |
Bars Traded | 20800 | 10660 | 10140 | 20800 | 10660 | 10140 |
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 | 445796 | -165550 | -267181 | -15928 | -577058 | -173822 |
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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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