Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226529.9614 | 1171671.806 | 54858.1554 | 3532956.2205 | 2759257.6459 | 773698.5746 |
Total P&L (%) | 1226.53 | 1171.6718 | 54.8582 | 3532.9562 | 2759.2576 | 773.6986 |
Avg Daily Profit (%) | 0.6752 | 0.645 | 0.0302 | 0.198 | 0.1847 | 0.1194 |
Buy And Hold Return (%) | 572.5118 | 572.5118 | 572.5118 | 572.5118 | 572.5118 | 572.5118 |
Max Trade Drawdown | -133803 | -79952 | -123664 | -1995400 | -1755333 | -1266184 |
Profit Factor | 2.9777 | 4.9218 | 1.1707 | 1.4081 | 1.6592 | 1.1731 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 51 | 48 | 54 | 51 | 48 | 54 |
Ratio Avg Win / Avg Loss | 2.861 | 5.332 | 0.9972 | 1.3529 | 1.7974 | 0.9993 |
Largest Winning Trade | 696007 | 696007 | 78444 | 1499957 | 1499957 | 1284658 |
Largest Losing Trade | -33091 | -31472 | -33091 | -1166051 | -1166051 | -638548 |
Avg Bars in Trades | 53 | 46 | 60 | 53 | 46 | 60 |
Avg Bars in Winners | 70 | 59 | 80 | 70 | 59 | 80 |
Avg Bars in Losers | 36 | 34 | 37 | 36 | 34 | 37 |
Bars Traded | 5366 | 2330 | 3036 | 5366 | 2330 | 3036 |
Profit Streak | 0 | 104.2189 | 0 | 0 | 104.2189 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440715 | -166875 | -532306 | 309892 | -170318 | -301012 |
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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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