Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1207049.6479 | 991406.2618 | 215643.3861 | 5159530.3435 | 6277354.5876 | -1117824.2442 |
Total P&L (%) | 1207.0496 | 991.4063 | 215.6434 | 5159.5303 | 6277.3546 | -1117.8242 |
Avg Daily Profit (%) | 0.5069 | 0.4163 | 0.0906 | 0.1665 | 0.1746 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110003 | -46464 | -109755 | -7948502 | -3010098 | -6519173 |
Profit Factor | 2.6779 | 4.7775 | 1.4719 | 1.1581 | 1.5447 | 0.947 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 58 | 56 | 60 | 58 | 56 | 60 |
Ratio Avg Win / Avg Loss | 1.9391 | 3.7538 | 0.9813 | 0.8386 | 1.2137 | 0.6314 |
Largest Winning Trade | 592643 | 592643 | 74574 | 3330702 | 3330702 | 3009607 |
Largest Losing Trade | -69811 | -29888 | -69811 | -4737019 | -2062034 | -4737019 |
Avg Bars in Trades | 69 | 62 | 76 | 69 | 62 | 76 |
Avg Bars in Winners | 75 | 64 | 86 | 75 | 64 | 86 |
Avg Bars in Losers | 60 | 59 | 61 | 60 | 59 | 61 |
Bars Traded | 6931 | 3110 | 3822 | 6931 | 3110 | 3822 |
Profit Streak | 48.5783 | 48.5783 | 72.5783 | 48.5783 | 48.5783 | 72.5783 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 665621 | -161197 | -250389 | -37806 | -169314 | -758570 |
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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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