Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2234127.6157 | 2084833.0691 | 149294.5466 | 7810651.409 | -1951982.6077 | 9762634.0167 |
Total P&L (%) | 2234.1276 | 2084.8331 | 149.2945 | 7810.6514 | -1951.9826 | 9762.634 |
Avg Daily Profit (%) | 1.1852 | 1.106 | 0.0792 | 0.2321 | 0 | 0.2439 |
Buy And Hold Return (%) | 366.37 | 366.37 | 366.37 | 366.37 | 366.37 | 366.37 |
Max Trade Drawdown | -112011 | -96278 | -40967 | -11180536 | -10507190 | -3566723 |
Profit Factor | 4.4604 | 6.1133 | 1.6276 | 1.1528 | 0.9405 | 1.5323 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 35 | 28 | 42 | 35 | 28 | 42 |
Ratio Avg Win / Avg Loss | 8.2836 | 15.7199 | 2.2476 | 2.1408 | 2.4184 | 2.116 |
Largest Winning Trade | 1444686 | 1444686 | 56381 | 8147897 | 8147897 | 5440594 |
Largest Losing Trade | -40063 | -40063 | -20183 | -5287830 | -5287830 | -3523473 |
Avg Bars in Trades | 222 | 224 | 221 | 222 | 224 | 221 |
Avg Bars in Winners | 359 | 366 | 355 | 359 | 366 | 355 |
Avg Bars in Losers | 149 | 169 | 124 | 149 | 169 | 124 |
Bars Traded | 22290 | 11214 | 11076 | 22290 | 11214 | 11076 |
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 | 530321 | -175838 | -433071 | -48639 | -774925 | -172139 |
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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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