Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1201386.7094 | 1113814.2403 | 87572.4691 | 104247.024 | -44695.3247 | 148942.3488 |
Total P&L (%) | 1201.3867 | 1113.8142 | 87.5725 | 104.247 | -44.6953 | 148.9423 |
Avg Daily Profit (%) | 0.5088 | 0.4718 | 0.0371 | 0.0303 | -0.0251 | 0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244956 | -61261 | -224053 | -139947 | -56751 | -79578 |
Profit Factor | 2.7086 | 4.3669 | 1.2352 | 1.2318 | 0.8148 | 1.7147 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 46 | 44 | 48 | 46 | 44 | 48 |
Ratio Avg Win / Avg Loss | 3.1797 | 5.5579 | 1.3381 | 1.446 | 1.037 | 1.8576 |
Largest Winning Trade | 1043775 | 1043775 | 64924 | 73486 | 31666 | 73486 |
Largest Losing Trade | -84200 | -33441 | -84200 | -48953 | -47461 | -48953 |
Avg Bars in Trades | 91 | 78 | 104 | 91 | 78 | 104 |
Avg Bars in Winners | 136 | 113 | 157 | 136 | 113 | 157 |
Avg Bars in Losers | 53 | 50 | 55 | 53 | 50 | 55 |
Bars Traded | 9143 | 3909 | 5234 | 9143 | 3909 | 5234 |
Profit Streak | 14.3285 | 16.5785 | 0 | 14.3285 | 16.5785 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545361 | -164123 | -324496 | -153498 | -760926 | -318873 |
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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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