Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2645180.4058 | 2486349.4838 | 158830.9221 | 13053715.951 | 4984345.7653 | 8069370.1858 |
Total P&L (%) | 2645.1804 | 2486.3495 | 158.8309 | 13053.716 | 4984.3458 | 8069.3702 |
Avg Daily Profit (%) | 1.2697 | 1.1935 | 0.0762 | 0.2345 | 0.1888 | 0.2116 |
Buy And Hold Return (%) | 376.2079 | 376.2079 | 376.2079 | 376.2079 | 376.2079 | 376.2079 |
Max Trade Drawdown | -90801 | -68382 | -90716 | -8409879 | -4723009 | -8450348 |
Profit Factor | 5.7483 | 10.27 | 1.5499 | 1.3318 | 1.2442 | 1.4263 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 38 | 38 | 38 | 38 | 38 | 38 |
Ratio Avg Win / Avg Loss | 9.3788 | 16.7563 | 2.5287 | 2.1729 | 2.0299 | 2.3272 |
Largest Winning Trade | 2292145 | 2292145 | 48947 | 5747342 | 5747342 | 4835853 |
Largest Losing Trade | -27676 | -21351 | -27676 | -2558736 | -2199274 | -2558736 |
Avg Bars in Trades | 244 | 243 | 244 | 244 | 243 | 244 |
Avg Bars in Winners | 423 | 416 | 430 | 423 | 416 | 430 |
Avg Bars in Losers | 134 | 137 | 131 | 134 | 137 | 131 |
Bars Traded | 24417 | 12173 | 12244 | 24417 | 12173 | 12244 |
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 | 630612 | -162946 | -438932 | 191568 | -175926 | -174618 |
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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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