Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1725601.7853 | 1688031.7409 | 37570.0444 | 1579374.5334 | -547940.693 | 2127315.2264 |
Total P&L (%) | 1725.6018 | 1688.0317 | 37.57 | 1579.3745 | -547.9407 | 2127.3152 |
Avg Daily Profit (%) | 0.922 | 0.902 | 0.0201 | 0.1508 | 0 | 0.166 |
Buy And Hold Return (%) | 450.7471 | 450.7471 | 450.7471 | 450.7471 | 450.7471 | 450.7471 |
Max Trade Drawdown | -127781 | -88400 | -86253 | -7735043 | -5611313 | -4094083 |
Profit Factor | 3.641 | 5.9929 | 1.1192 | 1.0627 | 0.961 | 1.1907 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 30 | 22 | 38 | 30 | 22 | 38 |
Ratio Avg Win / Avg Loss | 8.4956 | 21.2475 | 1.826 | 2.4795 | 3.4072 | 1.9427 |
Largest Winning Trade | 1166070 | 1166070 | 56980 | 3688608 | 3688608 | 2291563 |
Largest Losing Trade | -44015 | -30380 | -44015 | -1937591 | -1440626 | -1937591 |
Avg Bars in Trades | 36 | 30 | 41 | 36 | 30 | 41 |
Avg Bars in Winners | 82 | 82 | 83 | 82 | 82 | 83 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 3606 | 1512 | 2094 | 3606 | 1512 | 2094 |
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 | 366620 | -204041 | -604887 | -153046 | -801370 | -188211 |
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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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