Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032245.2132 | 789774.3309 | 242470.8823 | 13039601.5469 | -643338.551 | 13682940.0979 |
Total P&L (%) | 1032.2452 | 789.7743 | 242.4709 | 13039.6015 | -643.3386 | 13682.9401 |
Avg Daily Profit (%) | 0.4269 | 0.3266 | 0.1003 | 0.202 | 0 | 0.2039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98371 | -60551 | -89665 | -11095764 | -11332315 | -4410222 |
Profit Factor | 2.7961 | 3.4575 | 1.9571 | 1.2965 | 0.9766 | 1.8299 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 43 | 40 | 46 | 43 | 40 | 46 |
Ratio Avg Win / Avg Loss | 3.7064 | 5.1862 | 2.2975 | 1.7186 | 1.4649 | 2.1481 |
Largest Winning Trade | 324648 | 324648 | 65444 | 6887315 | 6887315 | 6420889 |
Largest Losing Trade | -42156 | -28179 | -42156 | -3316250 | -3316250 | -2831959 |
Avg Bars in Trades | 141 | 123 | 158 | 141 | 123 | 158 |
Avg Bars in Winners | 234 | 202 | 262 | 234 | 202 | 262 |
Avg Bars in Losers | 70 | 71 | 69 | 70 | 71 | 69 |
Bars Traded | 14112 | 6180 | 7931 | 14112 | 6180 | 7931 |
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 | 462884 | -168211 | -236986 | 243798 | -763055 | -170067 |
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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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