Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564120.0007 | 503382.9223 | 60737.0784 | 531312.2649 | 538129.5282 | -6817.2633 |
Total P&L (%) | 564.12 | 503.3829 | 60.7371 | 531.3123 | 538.1295 | -6.8173 |
Avg Daily Profit (%) | 0.304 | 0.2712 | 0.0327 | 0.0993 | 0.0999 | -0.0038 |
Buy And Hold Return (%) | 59.6859 | 59.6859 | 59.6859 | 59.6859 | 59.6859 | 59.6859 |
Max Trade Drawdown | -101462 | -85935 | -121791 | -532433 | -423970 | -628021 |
Profit Factor | 1.9233 | 2.7067 | 1.1922 | 1.1937 | 1.4129 | 0.9953 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 42 | 34 | 50 | 42 | 34 | 50 |
Ratio Avg Win / Avg Loss | 2.6559 | 5.2543 | 1.1922 | 1.6485 | 2.7427 | 0.9953 |
Largest Winning Trade | 214918 | 214918 | 66231 | 474770 | 474770 | 279219 |
Largest Losing Trade | -42385 | -28343 | -42385 | -255311 | -124420 | -255311 |
Avg Bars in Trades | 219 | 203 | 235 | 219 | 203 | 235 |
Avg Bars in Winners | 312 | 328 | 300 | 312 | 328 | 300 |
Avg Bars in Losers | 152 | 138 | 170 | 152 | 138 | 170 |
Bars Traded | 21946 | 10159 | 11787 | 21946 | 10159 | 11787 |
Profit Streak | 0 | 0 | 48.1394 | 0 | 0 | 48.1394 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350407 | -172466 | -498111 | -69116 | -243564 | -760272 |
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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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