Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866405.2615 | 769825.8479 | 96579.4136 | 5048769.1568 | 6674326.5666 | -1625557.4098 |
Total P&L (%) | 866.4053 | 769.8258 | 96.5794 | 5048.7692 | 6674.3266 | -1625.5574 |
Avg Daily Profit (%) | 0.3465 | 0.3079 | 0.0386 | 0.1577 | 0.1687 | 0 |
Buy And Hold Return (%) | 957.0575 | 957.0575 | 957.0575 | 957.0575 | 957.0575 | 957.0575 |
Max Trade Drawdown | -96208 | -51169 | -81141 | -4010673 | -861059 | -4166234 |
Profit Factor | 2.7625 | 4.2727 | 1.3767 | 1.5558 | 2.9664 | 0.7143 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 44 | 42 | 46 | 44 | 42 | 46 |
Ratio Avg Win / Avg Loss | 3.5159 | 5.9004 | 1.6162 | 1.9801 | 4.0964 | 0.8385 |
Largest Winning Trade | 357592 | 357592 | 48360 | 3142540 | 3142540 | 784168 |
Largest Losing Trade | -76361 | -27982 | -76361 | -3692720 | -491818 | -3692720 |
Avg Bars in Trades | 48 | 47 | 48 | 48 | 47 | 48 |
Avg Bars in Winners | 70 | 72 | 68 | 70 | 72 | 68 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 4812 | 2385 | 2427 | 4812 | 2385 | 2427 |
Profit Streak | 170.8004 | 170.8004 | 183.8004 | 170.8004 | 170.8004 | 183.8004 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151872 | -331754 | -485675 | 310636 | -168780 | -761031 |
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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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