Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311767.7767 | 243230.0459 | 68537.7308 | 289754.0546 | 191423.0224 | 98331.0322 |
Total P&L (%) | 311.7678 | 243.23 | 68.5377 | 289.7541 | 191.423 | 98.331 |
Avg Daily Profit (%) | 0.287 | 0.2239 | 0.0631 | 0.1253 | 0.0985 | 0.0631 |
Buy And Hold Return (%) | 12.5927 | 12.5927 | 12.5927 | 12.5927 | 12.5927 | 12.5927 |
Max Trade Drawdown | -41327 | -53243 | -46806 | -291525 | -358951 | -288853 |
Profit Factor | 1.7491 | 2.0729 | 1.3618 | 1.138 | 1.1717 | 1.0998 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 43 | 34 | 52 | 43 | 34 | 52 |
Ratio Avg Win / Avg Loss | 2.3186 | 4.0239 | 1.257 | 1.5085 | 2.2745 | 1.0152 |
Largest Winning Trade | 213277 | 213277 | 29459 | 241503 | 241503 | 149220 |
Largest Losing Trade | -27798 | -27798 | -22371 | -182596 | -182596 | -128414 |
Avg Bars in Trades | 59 | 55 | 64 | 59 | 55 | 64 |
Avg Bars in Winners | 100 | 101 | 99 | 100 | 101 | 99 |
Avg Bars in Losers | 29 | 31 | 26 | 29 | 31 | 26 |
Bars Traded | 5977 | 2754 | 3222 | 5977 | 2754 | 3222 |
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 | 332104 | -174511 | -289046 | -95822 | -278264 | -399269 |
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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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