Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1864267.1263 | 1824385.8876 | 39881.2387 | 877056.4799 | 2868892.3578 | -1991835.878 |
Total P&L (%) | 1864.2671 | 1824.3859 | 39.8812 | 877.0565 | 2868.8924 | -1991.8359 |
Avg Daily Profit (%) | 0.8268 | 0.8091 | 0.0177 | 0.1011 | 0.1505 | 0 |
Buy And Hold Return (%) | 212.7232 | 212.7232 | 212.7232 | 212.7232 | 212.7232 | 212.7232 |
Max Trade Drawdown | -152485 | -119568 | -140628 | -4669636 | -2688083 | -3402780 |
Profit Factor | 3.4318 | 5.9417 | 1.1003 | 1.0665 | 1.47 | 0.7192 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 35 | 32 | 38 | 35 | 32 | 38 |
Ratio Avg Win / Avg Loss | 6.3733 | 12.6262 | 1.7953 | 1.9806 | 3.1237 | 1.1734 |
Largest Winning Trade | 1597344 | 1597344 | 49900 | 4821519 | 4821519 | 1778435 |
Largest Losing Trade | -40120 | -25832 | -40120 | -1335541 | -902601 | -1335541 |
Avg Bars in Trades | 133 | 122 | 145 | 133 | 122 | 145 |
Avg Bars in Winners | 258 | 254 | 261 | 258 | 254 | 261 |
Avg Bars in Losers | 66 | 59 | 73 | 66 | 59 | 73 |
Bars Traded | 13363 | 6111 | 7252 | 13363 | 6111 | 7252 |
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 | 510674 | -165395 | -628764 | -211529 | -177207 | -763833 |
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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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