Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1026533.724 | 1231356.6398 | -204822.9158 | -94663.8598 | 404569.3634 | -499233.2231 |
Total P&L (%) | 1026.5337 | 1231.3566 | -204.8229 | -94.6639 | 404.5694 | -499.2332 |
Avg Daily Profit (%) | 0.4643 | 0.5569 | -0.0926 | -0.1325 | 0.0732 | 0 |
Buy And Hold Return (%) | 256.7544 | 256.7544 | 256.7544 | 256.7544 | 256.7544 | 256.7544 |
Max Trade Drawdown | -344803 | -200507 | -253011 | -1194467 | -768249 | -509304 |
Profit Factor | 2.2202 | 4.0697 | 0.5346 | 0.9349 | 1.4898 | 0.2052 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 41 | 40 | 42 | 41 | 40 | 42 |
Ratio Avg Win / Avg Loss | 3.195 | 6.1046 | 0.7383 | 1.3453 | 2.2347 | 0.2834 |
Largest Winning Trade | 1279132 | 1279132 | 41123 | 1112807 | 1112807 | 53182 |
Largest Losing Trade | -73269 | -55349 | -73269 | -619714 | -619714 | -180384 |
Avg Bars in Trades | 42 | 40 | 44 | 42 | 40 | 44 |
Avg Bars in Winners | 59 | 51 | 67 | 59 | 51 | 67 |
Avg Bars in Losers | 29 | 32 | 27 | 29 | 32 | 27 |
Bars Traded | 4210 | 2001 | 2209 | 4210 | 2001 | 2209 |
Profit Streak | 0 | 0 | 11.982 | 0 | 0 | 11.982 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326311 | -167257 | -763320 | -582345 | -286472 | -763320 |
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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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