Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721813.0651 | 756523.508 | -34710.4429 | -71138.7255 | -16107.7374 | -55030.9881 |
Total P&L (%) | 721.8131 | 756.5235 | -34.7104 | -71.1387 | -16.1077 | -55.031 |
Avg Daily Profit (%) | 0.3114 | 0.3264 | -0.015 | -0.0536 | -0.0076 | -0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219034 | -124987 | -345224 | -140219 | -96670 | -127843 |
Profit Factor | 1.3109 | 1.6769 | 0.9712 | 0.9334 | 0.9703 | 0.8953 |
Total Trades | 500 | 250 | 250 | 500 | 250 | 250 |
Winning Trades | 199 | 94 | 105 | 199 | 94 | 105 |
Losing Trades | 301 | 156 | 145 | 301 | 156 | 145 |
Profitability (%) | 39.8 | 37.6 | 42 | 39.8 | 37.6 | 42 |
Ratio Avg Win / Avg Loss | 1.9828 | 2.783 | 1.3412 | 1.4118 | 1.6103 | 1.2363 |
Largest Winning Trade | 585352 | 585352 | 60027 | 112320 | 112320 | 17747 |
Largest Losing Trade | -28695 | -25365 | -28695 | -21394 | -21394 | -20832 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 13841 | 6976 | 6865 | 13841 | 6976 | 6865 |
Profit Streak | 13.1797 | 0 | 16.513 | 13.1797 | 0 | 16.513 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352138 | 306100 | -580618 | -579581 | -581792 | -580618 |
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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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