Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464465.7779 | 466315.2129 | -1849.4349 | 84789.387 | 282356.5012 | -197567.1141 |
Total P&L (%) | 464.4658 | 466.3152 | -1.8494 | 84.7894 | 282.3565 | -197.5671 |
Avg Daily Profit (%) | 0.2501 | 0.2511 | -0.001 | 0.0331 | 0.0722 | 0 |
Buy And Hold Return (%) | 40.1131 | 40.1131 | 40.1131 | 40.1131 | 40.1131 | 40.1131 |
Max Trade Drawdown | -103743 | -89378 | -135253 | -299507 | -220054 | -331580 |
Profit Factor | 1.615 | 2.3618 | 0.9955 | 1.0495 | 1.3673 | 0.7904 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 44 | 44 | 44 | 44 | 44 | 44 |
Ratio Avg Win / Avg Loss | 2.0554 | 3.006 | 1.267 | 1.3358 | 1.7402 | 1.006 |
Largest Winning Trade | 215494 | 215494 | 46918 | 215494 | 215494 | 112158 |
Largest Losing Trade | -46363 | -41761 | -46363 | -139827 | -139827 | -133574 |
Avg Bars in Trades | 36 | 38 | 33 | 36 | 38 | 33 |
Avg Bars in Winners | 57 | 62 | 53 | 57 | 62 | 53 |
Avg Bars in Losers | 19 | 20 | 17 | 19 | 20 | 17 |
Bars Traded | 3611 | 1945 | 1667 | 3611 | 1945 | 1667 |
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 | 325423 | -169832 | -761500 | -322937 | -277256 | -761500 |
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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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