Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748184.5561 | 588896.3167 | 159288.2394 | 896742.2527 | 816160.9029 | 80581.3498 |
Total P&L (%) | 748.1846 | 588.8963 | 159.2882 | 896.7423 | 816.1609 | 80.5814 |
Avg Daily Profit (%) | 0.467 | 0.3675 | 0.0994 | 0.1436 | 0.1383 | 0.0369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92075 | -106877 | -74455 | -1305218 | -1023473 | -808769 |
Profit Factor | 2.2675 | 2.6894 | 1.659 | 1.2409 | 1.3788 | 1.0514 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 45 | 16 | 29 | 45 | 16 | 29 |
Losing Trades | 55 | 34 | 21 | 55 | 34 | 21 |
Profitability (%) | 45 | 32 | 58 | 45 | 32 | 58 |
Ratio Avg Win / Avg Loss | 2.7714 | 5.715 | 1.2014 | 1.5166 | 2.9299 | 0.7614 |
Largest Winning Trade | 388927 | 388927 | 59616 | 1302720 | 1302720 | 236090 |
Largest Losing Trade | -42902 | -35832 | -42902 | -533751 | -288932 | -533751 |
Avg Bars in Trades | 188 | 192 | 185 | 188 | 192 | 185 |
Avg Bars in Winners | 259 | 316 | 228 | 259 | 316 | 228 |
Avg Bars in Losers | 130 | 134 | 125 | 130 | 134 | 125 |
Bars Traded | 18887 | 9629 | 9258 | 18887 | 9629 | 9258 |
Profit Streak | 0 | 0 | 49.3296 | 0 | 0 | 49.3296 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466478 | -172454 | -236676 | -1755 | -193315 | -487733 |
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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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