Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656777.4033 | 470760.3866 | 186017.0168 | 2764204.7108 | 424575.5306 | 2339629.1803 |
Total P&L (%) | 656.7774 | 470.7604 | 186.017 | 2764.2047 | 424.5755 | 2339.6292 |
Avg Daily Profit (%) | 0.3698 | 0.2651 | 0.1047 | 0.1891 | 0.0934 | 0.18 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79349 | -109337 | -69173 | -1422887 | -1805019 | -598042 |
Profit Factor | 1.741 | 1.9242 | 1.4935 | 1.3555 | 1.086 | 1.8235 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 98 | 43 | 55 | 98 | 43 | 55 |
Losing Trades | 102 | 57 | 45 | 102 | 57 | 45 |
Profitability (%) | 49 | 43 | 55 | 49 | 43 | 55 |
Ratio Avg Win / Avg Loss | 1.8121 | 2.5506 | 1.222 | 1.4108 | 1.4396 | 1.4919 |
Largest Winning Trade | 147066 | 147066 | 27264 | 562048 | 498693 | 562048 |
Largest Losing Trade | -62080 | -62080 | -21141 | -994502 | -994502 | -513381 |
Avg Bars in Trades | 17 | 24 | 10 | 17 | 24 | 10 |
Avg Bars in Winners | 21 | 34 | 12 | 21 | 34 | 12 |
Avg Bars in Losers | 13 | 17 | 7 | 13 | 17 | 7 |
Bars Traded | 3517 | 2491 | 1026 | 3517 | 2491 | 1026 |
Profit Streak | 36.6949 | 36.6949 | 38.1949 | 36.6949 | 36.6949 | 38.1949 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545815 | 347145 | -50260 | 386609 | -196402 | 426328 |
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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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