Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1319633.686 | 1235408.0474 | 84225.6386 | 7002324.0157 | 6867546.1686 | 134777.8471 |
Total P&L (%) | 1319.6337 | 1235.408 | 84.2256 | 7002.324 | 6867.5462 | 134.7778 |
Avg Daily Profit (%) | 0.7276 | 0.6812 | 0.0464 | 0.2353 | 0.2343 | 0.0471 |
Buy And Hold Return (%) | 782.7422 | 782.7422 | 782.7422 | 782.7422 | 782.7422 | 782.7422 |
Max Trade Drawdown | -89203 | -48588 | -69484 | -2583242 | -1628360 | -1755691 |
Profit Factor | 4.0306 | 6.8219 | 1.3773 | 1.6874 | 2.5055 | 1.024 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 39 | 32 | 46 | 39 | 32 | 46 |
Ratio Avg Win / Avg Loss | 6.3043 | 14.4965 | 1.6168 | 2.6393 | 5.3242 | 1.202 |
Largest Winning Trade | 675573 | 675573 | 77163 | 4534470 | 4534470 | 2560443 |
Largest Losing Trade | -35856 | -35856 | -22014 | -987792 | -414019 | -987792 |
Avg Bars in Trades | 51 | 50 | 51 | 51 | 50 | 51 |
Avg Bars in Winners | 99 | 122 | 83 | 99 | 122 | 83 |
Avg Bars in Losers | 20 | 16 | 24 | 20 | 16 | 24 |
Bars Traded | 5109 | 2515 | 2594 | 5109 | 2515 | 2594 |
Profit Streak | 55.055 | 88.7217 | 55.055 | 55.055 | 88.7217 | 55.055 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274313 | -175518 | -476046 | 306288 | -173390 | -671045 |
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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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