Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980958.0967 | 868176.8116 | 112781.2851 | 8667949.932 | 15102811.801 | -6434861.869 |
Total P&L (%) | 980.9581 | 868.1768 | 112.7813 | 8667.9499 | 15102.8118 | -6434.8619 |
Avg Daily Profit (%) | 0.3925 | 0.3474 | 0.0451 | 0.1792 | 0.2012 | 0 |
Buy And Hold Return (%) | 900.5981 | 900.5981 | 900.5981 | 900.5981 | 900.5981 | 900.5981 |
Max Trade Drawdown | -92368 | -55179 | -104970 | -10094915 | -4305054 | -12036371 |
Profit Factor | 2.2679 | 2.9951 | 1.3331 | 1.1969 | 1.6655 | 0.6985 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 46.5 | 45 | 48 | 46.5 | 45 | 48 |
Ratio Avg Win / Avg Loss | 2.6093 | 3.6607 | 1.4442 | 1.377 | 2.0356 | 0.7567 |
Largest Winning Trade | 328516 | 328516 | 49350 | 11785465 | 11785465 | 1464009 |
Largest Losing Trade | -53892 | -38945 | -53892 | -5795091 | -2161452 | -5795091 |
Avg Bars in Trades | 73 | 77 | 70 | 73 | 77 | 70 |
Avg Bars in Winners | 100 | 105 | 96 | 100 | 105 | 96 |
Avg Bars in Losers | 50 | 54 | 45 | 50 | 54 | 45 |
Bars Traded | 14721 | 7708 | 7013 | 14721 | 7708 | 7013 |
Profit Streak | 96.5615 | 100.5615 | 96.5615 | 96.5615 | 100.5615 | 96.5615 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122932 | -152033 | -298237 | 178305 | 357449 | -580884 |
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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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