Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650283.1525 | 484483.3472 | 165799.8053 | 616026.874 | 96955.4914 | 519071.3827 |
Total P&L (%) | 650.2832 | 484.4833 | 165.7998 | 616.0269 | 96.9555 | 519.0714 |
Avg Daily Profit (%) | 0.37 | 0.2756 | 0.0943 | 0.1121 | 0.0386 | 0.1038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99513 | -170199 | -35803 | -550983 | -593858 | -430071 |
Profit Factor | 2.0111 | 2.1344 | 1.7675 | 1.2002 | 1.052 | 1.4278 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 37 | 28 | 46 | 37 | 28 | 46 |
Ratio Avg Win / Avg Loss | 3.4244 | 5.4884 | 2.0748 | 2.0435 | 2.7052 | 1.6761 |
Largest Winning Trade | 335618 | 335618 | 57030 | 420753 | 420753 | 290061 |
Largest Losing Trade | -35803 | -31468 | -35803 | -430071 | -233092 | -430071 |
Avg Bars in Trades | 206 | 192 | 221 | 206 | 192 | 221 |
Avg Bars in Winners | 341 | 386 | 314 | 341 | 386 | 314 |
Avg Bars in Losers | 127 | 116 | 142 | 127 | 116 | 142 |
Bars Traded | 20692 | 9614 | 11078 | 20692 | 9614 | 11078 |
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 | 306824 | -184598 | -245293 | -47180 | -500512 | -233659 |
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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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