Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934190.1081 | 899996.246 | 34193.8621 | 1304760.2433 | 1219295.1268 | 85465.1165 |
Total P&L (%) | 934.1901 | 899.9962 | 34.1939 | 1304.7602 | 1219.2951 | 85.4651 |
Avg Daily Profit (%) | 0.4259 | 0.4103 | 0.0156 | 0.1205 | 0.1177 | 0.0282 |
Buy And Hold Return (%) | 500.7804 | 500.7804 | 500.7804 | 500.7804 | 500.7804 | 500.7804 |
Max Trade Drawdown | -142989 | -129783 | -19092 | -2100304 | -1844214 | -302344 |
Profit Factor | 2.8419 | 3.2702 | 1.3087 | 1.3295 | 1.3775 | 1.1172 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 59 | 60 | 58 | 59 | 60 | 58 |
Ratio Avg Win / Avg Loss | 1.9749 | 2.1801 | 0.9477 | 0.9239 | 0.9183 | 0.809 |
Largest Winning Trade | 479986 | 479986 | 14471 | 1349748 | 1349748 | 133727 |
Largest Losing Trade | -74222 | -74222 | -17933 | -991538 | -991538 | -241081 |
Avg Bars in Trades | 59 | 113 | 4 | 59 | 113 | 4 |
Avg Bars in Winners | 50 | 95 | 4 | 50 | 95 | 4 |
Avg Bars in Losers | 70 | 141 | 3 | 70 | 141 | 3 |
Bars Traded | 5914 | 5695 | 219 | 5914 | 5695 | 219 |
Profit Streak | 0 | 226.0238 | 0 | 0 | 226.0238 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325466 | -170322 | -518067 | -35088 | -218745 | -593093 |
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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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