Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518188.6862 | 416648.6285 | 101540.0577 | 175027.6554 | 88990.8617 | 86036.7936 |
Total P&L (%) | 518.1887 | 416.6486 | 101.5401 | 175.0277 | 88.9909 | 86.0368 |
Avg Daily Profit (%) | 0.2724 | 0.219 | 0.0534 | 0.0532 | 0.0335 | 0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136541 | -126955 | -122568 | -146901 | -137535 | -124017 |
Profit Factor | 1.7354 | 1.9203 | 1.4032 | 1.1926 | 1.1511 | 1.2691 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 51 | 48 | 54 | 51 | 48 | 54 |
Ratio Avg Win / Avg Loss | 1.6674 | 2.0803 | 1.1953 | 1.1459 | 1.2471 | 1.0811 |
Largest Winning Trade | 241297 | 241297 | 33668 | 141110 | 141110 | 67702 |
Largest Losing Trade | -45782 | -45782 | -45397 | -71267 | -71267 | -49978 |
Avg Bars in Trades | 54 | 86 | 23 | 54 | 86 | 23 |
Avg Bars in Winners | 59 | 97 | 26 | 59 | 97 | 26 |
Avg Bars in Losers | 49 | 75 | 20 | 49 | 75 | 20 |
Bars Traded | 5495 | 4305 | 1190 | 5495 | 4305 | 1190 |
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 | 444316 | -169403 | -300181 | -130097 | -383307 | -328652 |
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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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