Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935914.6466 | 742257.1394 | 193657.5072 | 5394583.0004 | -445905.9527 | 5840488.953 |
Total P&L (%) | 935.9146 | 742.2571 | 193.6575 | 5394.583 | -445.906 | 5840.489 |
Avg Daily Profit (%) | 0.3864 | 0.3064 | 0.0799 | 0.1655 | 0 | 0.1688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125962 | -93372 | -64737 | -8593846 | -6143127 | -3090153 |
Profit Factor | 2.6223 | 3.3298 | 1.7497 | 1.2271 | 0.9679 | 1.5935 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 36 | 28 | 44 | 36 | 28 | 44 |
Ratio Avg Win / Avg Loss | 4.6619 | 8.5623 | 2.2269 | 2.1815 | 2.489 | 2.0281 |
Largest Winning Trade | 300885 | 300885 | 71775 | 4371765 | 4371765 | 3862915 |
Largest Losing Trade | -27179 | -27179 | -24924 | -3051762 | -3051762 | -2037924 |
Avg Bars in Trades | 141 | 118 | 163 | 141 | 118 | 163 |
Avg Bars in Winners | 292 | 278 | 301 | 292 | 278 | 301 |
Avg Bars in Losers | 55 | 56 | 55 | 55 | 56 | 55 |
Bars Traded | 14111 | 5925 | 8186 | 14111 | 5925 | 8186 |
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 | 340333 | -181611 | -265281 | 119322 | -774925 | -171629 |
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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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