Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407417.4262 | 313949.4096 | 93468.0166 | 523743.5679 | 32013.0224 | 491730.5456 |
Total P&L (%) | 407.4174 | 313.9494 | 93.468 | 523.7436 | 32.013 | 491.7305 |
Avg Daily Profit (%) | 0.1852 | 0.1427 | 0.0425 | 0.0832 | 0.0126 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175431 | -141012 | -92530 | -1584752 | -1368606 | -663753 |
Profit Factor | 1.7369 | 2.1457 | 1.3352 | 1.1258 | 1.0143 | 1.2563 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 46 | 44 | 48 | 46 | 44 | 48 |
Ratio Avg Win / Avg Loss | 2.039 | 2.7309 | 1.4465 | 1.3216 | 1.2909 | 1.3609 |
Largest Winning Trade | 116647 | 116647 | 45707 | 583835 | 583835 | 522488 |
Largest Losing Trade | -38291 | -23762 | -38291 | -425020 | -425020 | -244841 |
Avg Bars in Trades | 86 | 78 | 95 | 86 | 78 | 95 |
Avg Bars in Winners | 134 | 123 | 144 | 134 | 123 | 144 |
Avg Bars in Losers | 46 | 42 | 49 | 46 | 42 | 49 |
Bars Traded | 8669 | 3906 | 4763 | 8669 | 3906 | 4763 |
Profit Streak | 0 | 0 | 51.0937 | 0 | 0 | 51.0937 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341913 | -180862 | -316134 | -164834 | -566131 | -265477 |
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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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