Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644039.145 | 463862.9511 | 180176.1939 | 5545244.4166 | 1588548.4327 | 3956695.9839 |
Total P&L (%) | 644.0391 | 463.863 | 180.1762 | 5545.2444 | 1588.5484 | 3956.696 |
Avg Daily Profit (%) | 0.3258 | 0.2347 | 0.0911 | 0.2043 | 0.1431 | 0.1875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60830 | -28156 | -97816 | -4433805 | -2215136 | -2937034 |
Profit Factor | 2.6386 | 4.2146 | 1.7244 | 1.5159 | 1.2877 | 1.7571 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 61 | 64 | 58 | 61 | 64 | 58 |
Ratio Avg Win / Avg Loss | 1.687 | 2.3707 | 1.2487 | 0.9692 | 0.7243 | 1.2724 |
Largest Winning Trade | 107331 | 107331 | 70194 | 1812641 | 1250604 | 1812641 |
Largest Losing Trade | -42512 | -24166 | -42512 | -2855624 | -1799057 | -2855624 |
Avg Bars in Trades | 76 | 65 | 86 | 76 | 65 | 86 |
Avg Bars in Winners | 98 | 84 | 113 | 98 | 84 | 113 |
Avg Bars in Losers | 40 | 30 | 50 | 40 | 30 | 50 |
Bars Traded | 7605 | 3258 | 4347 | 7605 | 3258 | 4347 |
Profit Streak | 0 | 0 | 584.9383 | 0 | 0 | 584.9383 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570162 | -163104 | -247553 | 342105 | -181505 | -168283 |
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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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