Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1921936.9893 | 1979791.6986 | -57854.7093 | 111794.867 | 517724.4334 | -405929.5665 |
Total P&L (%) | 1921.937 | 1979.7917 | -57.8547 | 111.7949 | 517.7244 | -405.9296 |
Avg Daily Profit (%) | 0.9225 | 0.9503 | -0.0278 | 0.036 | 0.0874 | 0 |
Buy And Hold Return (%) | 771.8883 | 771.8883 | 771.8883 | 771.8883 | 771.8883 | 771.8883 |
Max Trade Drawdown | -142212 | -86398 | -143523 | -1047899 | -868245 | -714262 |
Profit Factor | 3.2893 | 5.7221 | 0.8623 | 1.0244 | 1.2067 | 0.8042 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 37 | 30 | 44 | 37 | 30 | 44 |
Ratio Avg Win / Avg Loss | 5.6008 | 13.3516 | 1.0975 | 1.7443 | 2.8157 | 1.0235 |
Largest Winning Trade | 1825707 | 1825707 | 47455 | 1149762 | 1149762 | 342254 |
Largest Losing Trade | -61470 | -27563 | -61470 | -283039 | -270838 | -283039 |
Avg Bars in Trades | 243 | 244 | 242 | 243 | 244 | 242 |
Avg Bars in Winners | 420 | 503 | 364 | 420 | 503 | 364 |
Avg Bars in Losers | 140 | 134 | 147 | 140 | 134 | 147 |
Bars Traded | 24394 | 12249 | 12145 | 24394 | 12249 | 12145 |
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 | 401352 | -169987 | -761500 | -507887 | -429066 | -761500 |
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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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