Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264281.2003 | 178891.9265 | 85389.2738 | 561365.2648 | 540333.8504 | 21031.4144 |
Total P&L (%) | 264.2812 | 178.8919 | 85.3893 | 561.3653 | 540.3339 | 21.0314 |
Avg Daily Profit (%) | 0.5074 | 0.3435 | 0.1639 | 0.3634 | 0.3571 | 0.0367 |
Buy And Hold Return (%) | 44.5802 | 44.5802 | 44.5802 | 44.5802 | 44.5802 | 44.5802 |
Max Trade Drawdown | -46786 | -35492 | -38216 | -462912 | -154500 | -369927 |
Profit Factor | 1.9884 | 2.3079 | 1.6538 | 1.4101 | 1.8468 | 1.0288 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 44 | 46 | 42 | 44 | 46 | 42 |
Ratio Avg Win / Avg Loss | 2.5307 | 2.7093 | 2.2838 | 1.7947 | 2.168 | 1.4207 |
Largest Winning Trade | 66250 | 66250 | 34964 | 299258 | 299258 | 169590 |
Largest Losing Trade | -12888 | -12888 | -11963 | -134508 | -101356 | -134508 |
Avg Bars in Trades | 241 | 227 | 255 | 241 | 227 | 255 |
Avg Bars in Winners | 365 | 335 | 398 | 365 | 335 | 398 |
Avg Bars in Losers | 144 | 135 | 152 | 144 | 135 | 152 |
Bars Traded | 24164 | 11381 | 12783 | 24164 | 11381 | 12783 |
Profit Streak | 0 | 41.9255 | 0 | 0 | 41.9255 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384335 | -170161 | -180743 | 311985 | -168306 | -682309 |
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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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