Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821758.3335 | 750123.2346 | 71635.0988 | 9943231.7721 | 11027440.2506 | -1084208.4785 |
Total P&L (%) | 821.7583 | 750.1232 | 71.6351 | 9943.2318 | 11027.4403 | -1084.2085 |
Avg Daily Profit (%) | 0.3285 | 0.2998 | 0.0286 | 0.1844 | 0.1885 | 0 |
Buy And Hold Return (%) | 1870.6463 | 1870.6463 | 1870.6463 | 1870.6463 | 1870.6463 | 1870.6463 |
Max Trade Drawdown | -77355 | -88244 | -158856 | -7715407 | -2240631 | -6091398 |
Profit Factor | 1.805 | 2.6567 | 1.1261 | 1.473 | 2.4799 | 0.9201 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Losing Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Profitability (%) | 50 | 54 | 46 | 50 | 54 | 46 |
Ratio Avg Win / Avg Loss | 1.805 | 2.2631 | 1.322 | 1.473 | 2.1125 | 1.0801 |
Largest Winning Trade | 85659 | 85659 | 49254 | 3038512 | 3038512 | 2343653 |
Largest Losing Trade | -41087 | -23060 | -41087 | -3839631 | -1268711 | -3839631 |
Avg Bars in Trades | 48 | 42 | 54 | 48 | 42 | 54 |
Avg Bars in Winners | 55 | 47 | 64 | 55 | 47 | 64 |
Avg Bars in Losers | 42 | 38 | 46 | 42 | 38 | 46 |
Bars Traded | 9786 | 4295 | 5491 | 9786 | 4295 | 5491 |
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 | -152171 | -151588 | -404055 | 322911 | 437769 | -580954 |
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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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