Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670669.7592 | 524151.1472 | 146518.612 | 1159480.1162 | 213508.4702 | 945971.646 |
Total P&L (%) | 670.6698 | 524.1511 | 146.5186 | 1159.4801 | 213.5085 | 945.9716 |
Avg Daily Profit (%) | 0.3083 | 0.241 | 0.0674 | 0.1165 | 0.0525 | 0.108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98519 | -74070 | -49811 | -2371267 | -1255343 | -1216515 |
Profit Factor | 2.2478 | 3.0909 | 1.5109 | 1.1885 | 1.0703 | 1.3039 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 43 | 36 | 50 | 43 | 36 | 50 |
Ratio Avg Win / Avg Loss | 2.9797 | 5.4949 | 1.5109 | 1.5755 | 1.9027 | 1.3039 |
Largest Winning Trade | 346255 | 346255 | 58715 | 1163689 | 1163689 | 625876 |
Largest Losing Trade | -33056 | -30755 | -33056 | -554538 | -390185 | -554538 |
Avg Bars in Trades | 124 | 108 | 140 | 124 | 108 | 140 |
Avg Bars in Winners | 204 | 192 | 212 | 204 | 192 | 212 |
Avg Bars in Losers | 64 | 60 | 69 | 64 | 60 | 69 |
Bars Traded | 12443 | 5405 | 7038 | 12443 | 5405 | 7038 |
Profit Streak | 0 | 0 | 79.3792 | 0 | 0 | 79.3792 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388295 | -171206 | -280013 | -51513 | -450343 | -227814 |
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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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