Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535460.1248 | 351047.1938 | 184412.931 | 1164195.9838 | 505222.9603 | 658973.0235 |
Total P&L (%) | 535.4601 | 351.0472 | 184.4129 | 1164.196 | 505.223 | 658.973 |
Avg Daily Profit (%) | 0.3614 | 0.2369 | 0.1245 | 0.1714 | 0.1216 | 0.1369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112972 | -72881 | -58010 | -3143928 | -1472720 | -1691729 |
Profit Factor | 2.2067 | 2.6564 | 1.7955 | 1.1999 | 1.1992 | 1.2004 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 57 | 50 | 64 | 57 | 50 | 64 |
Ratio Avg Win / Avg Loss | 1.6647 | 2.6564 | 1.01 | 0.9052 | 1.1992 | 0.6752 |
Largest Winning Trade | 245141 | 245141 | 74843 | 1489658 | 890844 | 1489658 |
Largest Losing Trade | -52378 | -16781 | -52378 | -1136278 | -471728 | -1136278 |
Avg Bars in Trades | 56 | 40 | 72 | 56 | 40 | 72 |
Avg Bars in Winners | 73 | 57 | 86 | 73 | 57 | 86 |
Avg Bars in Losers | 33 | 23 | 47 | 33 | 23 | 47 |
Bars Traded | 5653 | 2022 | 3631 | 5653 | 2022 | 3631 |
Profit Streak | 0 | 0 | 22.3578 | 0 | 0 | 22.3578 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532430 | -167051 | -202262 | 239027 | -211745 | -189769 |
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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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