Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1411439.8863 | 1350513.1795 | 60926.7068 | -174851.7017 | -11154.4822 | -163697.2195 |
Total P&L (%) | 1411.4399 | 1350.5132 | 60.9267 | -174.8517 | -11.1545 | -163.6972 |
Avg Daily Profit (%) | 0.5968 | 0.571 | 0.0258 | 0 | -0.005 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125609 | -114399 | -176455 | -367860 | -174259 | -268908 |
Profit Factor | 2.4053 | 3.9371 | 1.1119 | 0.8184 | 0.9714 | 0.7143 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 82 | 35 | 47 | 117 | 66 | 51 |
Losing Trades | 118 | 65 | 53 | 83 | 34 | 49 |
Profitability (%) | 41 | 35 | 47 | 58.5 | 66 | 51 |
Ratio Avg Win / Avg Loss | 3.4612 | 7.3117 | 1.2538 | 0.5805 | 0.5004 | 0.6862 |
Largest Winning Trade | 1338814 | 1338814 | 58776 | 54200 | 20616 | 54200 |
Largest Losing Trade | -107522 | -27690 | -107522 | -136565 | -83447 | -136565 |
Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Winners | 51 | 68 | 39 | 24 | 22 | 27 |
Avg Bars in Losers | 22 | 21 | 24 | 48 | 67 | 36 |
Bars Traded | 6903 | 3752 | 3151 | 6903 | 3752 | 3151 |
Profit Streak | 0 | 0 | 0 | 117.62 | 216.9534 | 117.62 |
Trades During Streak | 0 | 0 | 0 | 13 | 9 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488110 | 435729 | -257976 | -576959 | -577207 | -579477 |
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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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