Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933439.4015 | 787656.6729 | 145782.7287 | 10913509.8694 | 7645625.1458 | 3267884.7236 |
Total P&L (%) | 933.4394 | 787.6567 | 145.7827 | 10913.5099 | 7645.6251 | 3267.8847 |
Avg Daily Profit (%) | 0.4481 | 0.3781 | 0.07 | 0.2259 | 0.209 | 0.169 |
Buy And Hold Return (%) | 546.4907 | 546.4907 | 546.4907 | 546.4907 | 546.4907 | 546.4907 |
Max Trade Drawdown | -99475 | -95402 | -62215 | -2469959 | -2554469 | -1959475 |
Profit Factor | 2.3387 | 3.1411 | 1.4426 | 1.7166 | 1.953 | 1.4534 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 83 | 32 | 51 | 83 | 32 | 51 |
Losing Trades | 117 | 68 | 49 | 117 | 68 | 49 |
Profitability (%) | 41.5 | 32 | 51 | 41.5 | 32 | 51 |
Ratio Avg Win / Avg Loss | 3.2968 | 6.6749 | 1.386 | 2.4197 | 4.1501 | 1.3964 |
Largest Winning Trade | 401776 | 401776 | 30709 | 4160665 | 4160665 | 1095300 |
Largest Losing Trade | -48321 | -20241 | -48321 | -1315677 | -667581 | -1315677 |
Avg Bars in Trades | 124 | 115 | 132 | 124 | 115 | 132 |
Avg Bars in Winners | 201 | 210 | 195 | 201 | 210 | 195 |
Avg Bars in Losers | 69 | 71 | 66 | 69 | 71 | 66 |
Bars Traded | 24804 | 11599 | 13205 | 24804 | 11599 | 13205 |
Profit Streak | 0 | 109.9798 | 0 | 0 | 109.9798 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 126652 | -18856 | -264485 | 333150 | 212044 | 286401 |
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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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