Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671540.2505 | 523099.4023 | 148440.8482 | 464482.8037 | 237978.9422 | 226503.8615 |
Total P&L (%) | 671.5403 | 523.0994 | 148.4408 | 464.4828 | 237.9789 | 226.5039 |
Avg Daily Profit (%) | 0.4533 | 0.3531 | 0.1002 | 0.1169 | 0.0822 | 0.0799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132352 | -109874 | -58126 | -485832 | -336208 | -214132 |
Profit Factor | 1.9521 | 2.3723 | 1.458 | 1.2058 | 1.202 | 1.21 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 36 | 12 | 24 | 36 | 12 | 24 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 36 | 24 | 48 | 36 | 24 | 48 |
Ratio Avg Win / Avg Loss | 3.4704 | 7.5122 | 1.5795 | 2.1436 | 3.8062 | 1.3108 |
Largest Winning Trade | 340505 | 340505 | 64383 | 406853 | 406853 | 210220 |
Largest Losing Trade | -36936 | -29707 | -36936 | -214132 | -102063 | -214132 |
Avg Bars in Trades | 174 | 136 | 212 | 174 | 136 | 212 |
Avg Bars in Winners | 322 | 298 | 333 | 322 | 298 | 333 |
Avg Bars in Losers | 91 | 85 | 99 | 91 | 85 | 99 |
Bars Traded | 17450 | 6845 | 10605 | 17450 | 6845 | 10605 |
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 | 314374 | -200690 | -237868 | -41491 | -297105 | -267557 |
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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) |
---|