Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793319.0795 | 626357.9943 | 166961.0852 | 2518936.0527 | 341582.3412 | 2177353.7115 |
Total P&L (%) | 793.3191 | 626.358 | 166.9611 | 2518.9361 | 341.5823 | 2177.3537 |
Avg Daily Profit (%) | 0.3274 | 0.2585 | 0.0689 | 0.1348 | 0.0613 | 0.1291 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110804 | -75929 | -151739 | -1911858 | -1357344 | -839181 |
Profit Factor | 2.3225 | 3.1591 | 1.539 | 1.3593 | 1.0849 | 1.7291 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 37 | 28 | 46 | 37 | 28 | 46 |
Ratio Avg Win / Avg Loss | 3.9545 | 8.1233 | 1.8066 | 2.3145 | 2.7897 | 2.0298 |
Largest Winning Trade | 259126 | 259126 | 64998 | 1012443 | 922656 | 1012443 |
Largest Losing Trade | -47530 | -22662 | -47530 | -448319 | -448319 | -418313 |
Avg Bars in Trades | 140 | 120 | 160 | 140 | 120 | 160 |
Avg Bars in Winners | 267 | 268 | 267 | 267 | 268 | 267 |
Avg Bars in Losers | 65 | 63 | 69 | 65 | 63 | 69 |
Bars Traded | 14055 | 6022 | 8033 | 14055 | 6022 | 8033 |
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 | 315345 | -182351 | -279899 | -15838 | -434020 | -198639 |
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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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