Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872335.147 | 663764.8636 | 208570.2834 | 1596881.5762 | 2152799.0736 | -555917.4974 |
Total P&L (%) | 872.3351 | 663.7649 | 208.5703 | 1596.8816 | 2152.7991 | -555.9175 |
Avg Daily Profit (%) | 0.5907 | 0.4495 | 0.1412 | 0.1919 | 0.2112 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150309 | -111708 | -69984 | -7569803 | -5689828 | -4238820 |
Profit Factor | 2.044 | 2.5329 | 1.5181 | 1.0559 | 1.1514 | 0.9613 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 80 | 33 | 47 | 80 | 33 | 47 |
Losing Trades | 120 | 67 | 53 | 120 | 67 | 53 |
Profitability (%) | 40 | 33 | 47 | 40 | 33 | 47 |
Ratio Avg Win / Avg Loss | 3.066 | 5.1426 | 1.7119 | 1.5838 | 2.3377 | 1.084 |
Largest Winning Trade | 535249 | 535249 | 67621 | 2799309 | 2799309 | 1552794 |
Largest Losing Trade | -41516 | -24539 | -41516 | -2043123 | -1519033 | -2043123 |
Avg Bars in Trades | 87 | 71 | 103 | 87 | 71 | 103 |
Avg Bars in Winners | 144 | 121 | 160 | 144 | 121 | 160 |
Avg Bars in Losers | 49 | 46 | 53 | 49 | 46 | 53 |
Bars Traded | 17489 | 7112 | 10377 | 17489 | 7112 | 10377 |
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 | 447146 | 291606 | -3407 | -152823 | -51623 | -580565 |
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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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