Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2087297.0829 | 1999385.9754 | 87911.1075 | 1668168.5811 | -1192458.6924 | 2860627.2735 |
Total P&L (%) | 2087.2971 | 1999.386 | 87.9111 | 1668.1686 | -1192.4587 | 2860.6273 |
Avg Daily Profit (%) | 0.9215 | 0.8827 | 0.0388 | 0.1269 | 0 | 0.1497 |
Buy And Hold Return (%) | 205.0998 | 205.0998 | 205.0998 | 205.0998 | 205.0998 | 205.0998 |
Max Trade Drawdown | -157600 | -123076 | -41767 | -8630188 | -7850635 | -1425355 |
Profit Factor | 3.4294 | 4.0797 | 1.4187 | 1.0603 | 0.9452 | 1.4846 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 95 | 37 | 58 | 95 | 37 | 58 |
Losing Trades | 105 | 63 | 42 | 105 | 63 | 42 |
Profitability (%) | 47.5 | 37 | 58 | 47.5 | 37 | 58 |
Ratio Avg Win / Avg Loss | 3.7903 | 6.9465 | 1.0273 | 1.1719 | 1.6094 | 1.075 |
Largest Winning Trade | 1427377 | 1427377 | 30428 | 5640896 | 5640896 | 963435 |
Largest Losing Trade | -31288 | -31288 | -22122 | -1801745 | -1801745 | -720072 |
Avg Bars in Trades | 66 | 123 | 10 | 66 | 123 | 10 |
Avg Bars in Winners | 80 | 192 | 9 | 80 | 192 | 9 |
Avg Bars in Losers | 54 | 83 | 10 | 54 | 83 | 10 |
Bars Traded | 13384 | 12383 | 1001 | 13384 | 12383 | 1001 |
Profit Streak | 11.3074 | 11.3074 | 42.8074 | 11.3074 | 11.3074 | 42.8074 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 771412 | 563406 | -303574 | -175779 | -582707 | 391001 |
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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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