Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1668130.1631 | 1581251.1746 | 86878.9885 | 2507554.9909 | -6193849.6778 | 8701404.6686 |
Total P&L (%) | 1668.1302 | 1581.2512 | 86.879 | 2507.555 | -6193.8497 | 8701.4047 |
Avg Daily Profit (%) | 0.9344 | 0.8858 | 0.0487 | 0.1828 | 0 | 0.2511 |
Buy And Hold Return (%) | 391.947 | 391.947 | 391.947 | 391.947 | 391.947 | 391.947 |
Max Trade Drawdown | -118243 | -123635 | -75941 | -7100655 | -11362612 | -2842761 |
Profit Factor | 3.6085 | 5.4593 | 1.3049 | 1.0791 | 0.6981 | 1.779 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 37 | 26 | 48 | 37 | 26 | 48 |
Ratio Avg Win / Avg Loss | 6.1442 | 15.538 | 1.4137 | 1.8374 | 1.987 | 1.9272 |
Largest Winning Trade | 1234422 | 1234422 | 55959 | 3011542 | 2710303 | 3011542 |
Largest Losing Trade | -45372 | -37424 | -45372 | -2682849 | -2682849 | -1533836 |
Avg Bars in Trades | 103 | 89 | 118 | 103 | 89 | 118 |
Avg Bars in Winners | 194 | 206 | 187 | 194 | 206 | 187 |
Avg Bars in Losers | 50 | 48 | 54 | 50 | 48 | 54 |
Bars Traded | 10381 | 4466 | 5915 | 10381 | 4466 | 5915 |
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 | 477836 | -186560 | -474413 | -129674 | -783740 | -168984 |
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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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