Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 909207.1046 | 840613.2743 | 68593.8303 | 1589338.3444 | 1473818.7111 | 115519.6333 |
Total P&L (%) | 909.2071 | 840.6133 | 68.5938 | 1589.3383 | 1473.8187 | 115.5196 |
Avg Daily Profit (%) | 0.4947 | 0.4574 | 0.0373 | 0.1539 | 0.1501 | 0.0418 |
Buy And Hold Return (%) | 101.0407 | 101.0407 | 101.0407 | 101.0407 | 101.0407 | 101.0407 |
Max Trade Drawdown | -67229 | -76593 | -44838 | -551017 | -295561 | -658640 |
Profit Factor | 3.0204 | 5.2151 | 1.2737 | 1.5874 | 2.3563 | 1.0713 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 30 | 32 | 28 | 30 | 32 | 28 |
Ratio Avg Win / Avg Loss | 7.0475 | 11.082 | 3.2753 | 3.7039 | 5.0071 | 2.7549 |
Largest Winning Trade | 703801 | 703801 | 58854 | 697541 | 697541 | 676855 |
Largest Losing Trade | -29521 | -13775 | -29521 | -339031 | -186819 | -339031 |
Avg Bars in Trades | 51 | 50 | 52 | 51 | 50 | 52 |
Avg Bars in Winners | 133 | 124 | 144 | 133 | 124 | 144 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 5178 | 2544 | 2634 | 5178 | 2544 | 2634 |
Profit Streak | 0 | 0 | 37.6703 | 0 | 0 | 37.6703 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317309 | -168865 | -504170 | 111007 | -174956 | -595603 |
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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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