Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232039.9553 | 1285344.3545 | -53304.3992 | 86046.3933 | -298579.2611 | 384625.6544 |
Total P&L (%) | 1232.04 | 1285.3444 | -53.3044 | 86.0464 | -298.5793 | 384.6257 |
Avg Daily Profit (%) | 0.6882 | 0.718 | -0.0298 | 0.0347 | 0 | 0.0882 |
Buy And Hold Return (%) | 372.4303 | 372.4303 | 372.4303 | 372.4303 | 372.4303 | 372.4303 |
Max Trade Drawdown | -102126 | -153924 | -170947 | -597282 | -1030349 | -282183 |
Profit Factor | 2.585 | 4.8256 | 0.8792 | 1.0314 | 0.8112 | 1.3313 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 38 | 36 | 40 | 38 | 36 | 40 |
Ratio Avg Win / Avg Loss | 4.2177 | 8.5788 | 1.3188 | 1.6828 | 1.4421 | 1.9969 |
Largest Winning Trade | 1142292 | 1142292 | 57525 | 389523 | 389523 | 254976 |
Largest Losing Trade | -56755 | -32453 | -56755 | -226043 | -226043 | -131492 |
Avg Bars in Trades | 211 | 187 | 234 | 211 | 187 | 234 |
Avg Bars in Winners | 355 | 327 | 380 | 355 | 327 | 380 |
Avg Bars in Losers | 122 | 108 | 137 | 122 | 108 | 137 |
Bars Traded | 21103 | 9377 | 11726 | 21103 | 9377 | 11726 |
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 | 356468 | -168077 | -763055 | -501642 | -764611 | -413361 |
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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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