Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1729134.2835 | 1715633.3825 | 13500.901 | 749337.4274 | 1765945.1707 | -1016607.7433 |
Total P&L (%) | 1729.1343 | 1715.6334 | 13.5009 | 749.3374 | 1765.9452 | -1016.6077 |
Avg Daily Profit (%) | 0.7983 | 0.7921 | 0.0062 | 0.0988 | 0.1352 | 0 |
Buy And Hold Return (%) | 472.549 | 472.549 | 472.549 | 472.549 | 472.549 | 472.549 |
Max Trade Drawdown | -167724 | -171597 | -40523 | -4931392 | -3955908 | -1459134 |
Profit Factor | 3.2702 | 4.1076 | 1.0644 | 1.0544 | 1.1853 | 0.7606 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 47 | 42 | 52 | 47 | 42 | 52 |
Ratio Avg Win / Avg Loss | 3.6877 | 5.6724 | 0.9825 | 1.189 | 1.6369 | 0.7021 |
Largest Winning Trade | 1294357 | 1294357 | 38892 | 2397010 | 2397010 | 580273 |
Largest Losing Trade | -37324 | -37324 | -20556 | -1029639 | -1029639 | -919503 |
Avg Bars in Trades | 125 | 209 | 41 | 125 | 209 | 41 |
Avg Bars in Winners | 171 | 324 | 47 | 171 | 324 | 47 |
Avg Bars in Losers | 85 | 126 | 35 | 85 | 126 | 35 |
Bars Traded | 12574 | 10499 | 2075 | 12574 | 10499 | 2075 |
Profit Streak | 30.274 | 0 | 42.774 | 30.274 | 0 | 42.774 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 594628 | -165478 | -680855 | -231336 | -213311 | -760022 |
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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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