Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 567069.7783 | 502399.1226 | 64670.6557 | 833160.079 | 501270.9242 | 331889.1549 |
Total P&L (%) | 567.0698 | 502.3991 | 64.6707 | 833.1601 | 501.2709 | 331.8892 |
Avg Daily Profit (%) | 0.3505 | 0.3105 | 0.04 | 0.1381 | 0.1109 | 0.0905 |
Buy And Hold Return (%) | 23.9917 | 23.9917 | 23.9917 | 23.9917 | 23.9917 | 23.9917 |
Max Trade Drawdown | -94619 | -113300 | -99488 | -601661 | -672429 | -365766 |
Profit Factor | 2.0054 | 2.7388 | 1.2351 | 1.3258 | 1.3465 | 1.2989 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 38 | 34 | 42 | 38 | 34 | 42 |
Ratio Avg Win / Avg Loss | 3.272 | 5.3164 | 1.7056 | 2.1632 | 2.6137 | 1.7937 |
Largest Winning Trade | 194322 | 194322 | 65625 | 408725 | 408725 | 350901 |
Largest Losing Trade | -59414 | -26057 | -59414 | -272277 | -195886 | -272277 |
Avg Bars in Trades | 186 | 176 | 195 | 186 | 176 | 195 |
Avg Bars in Winners | 374 | 400 | 352 | 374 | 400 | 352 |
Avg Bars in Losers | 71 | 61 | 81 | 71 | 61 | 81 |
Bars Traded | 18623 | 8849 | 9774 | 18623 | 8849 | 9774 |
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 | 314427 | -172069 | -325262 | -11263 | -229280 | -254169 |
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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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