Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1337940.2577 | 1341631.6819 | -3691.4242 | 904824.6975 | 2611910.4839 | -1707085.7864 |
Total P&L (%) | 1337.9403 | 1341.6317 | -3.6914 | 904.8247 | 2611.9105 | -1707.0858 |
Avg Daily Profit (%) | 0.7351 | 0.7372 | -0.002 | 0.1269 | 0.1815 | 0 |
Buy And Hold Return (%) | 721.9333 | 721.9333 | 721.9333 | 721.9333 | 721.9333 | 721.9333 |
Max Trade Drawdown | -131493 | -85012 | -85129 | -1741736 | -747253 | -1894713 |
Profit Factor | 3.0292 | 5.4555 | 0.9897 | 1.1352 | 1.9686 | 0.5727 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 46 | 46 | 46 | 46 | 46 | 46 |
Ratio Avg Win / Avg Loss | 3.5561 | 6.4042 | 1.1618 | 1.3326 | 2.311 | 0.6723 |
Largest Winning Trade | 811091 | 811091 | 69688 | 1740470 | 1740470 | 557137 |
Largest Losing Trade | -51052 | -41950 | -51052 | -1194321 | -442313 | -1194321 |
Avg Bars in Trades | 34 | 40 | 29 | 34 | 40 | 29 |
Avg Bars in Winners | 41 | 47 | 35 | 41 | 47 | 35 |
Avg Bars in Losers | 29 | 34 | 23 | 29 | 34 | 23 |
Bars Traded | 3490 | 2028 | 1462 | 3490 | 2028 | 1462 |
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 | 332699 | -168686 | -760444 | -183281 | -172553 | -762111 |
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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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