Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1670990.4559 | 1448640.472 | 222349.9839 | 5149192.7139 | -321532.8414 | 5470725.5553 |
Total P&L (%) | 1670.9905 | 1448.6405 | 222.35 | 5149.1927 | -321.5328 | 5470.7256 |
Avg Daily Profit (%) | 0.7077 | 0.6136 | 0.0942 | 0.1679 | 0 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86954 | -76463 | -64487 | -1995540 | -2992097 | -1741051 |
Profit Factor | 3.5034 | 5.2912 | 1.674 | 1.3113 | 0.9656 | 1.7593 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 48 | 44 | 52 | 48 | 44 | 52 |
Ratio Avg Win / Avg Loss | 3.7953 | 6.7342 | 1.5452 | 1.4206 | 1.2289 | 1.624 |
Largest Winning Trade | 1360528 | 1360528 | 67640 | 2499755 | 2499755 | 2197249 |
Largest Losing Trade | -55014 | -22253 | -55014 | -884992 | -884992 | -721547 |
Avg Bars in Trades | 22 | 19 | 26 | 22 | 19 | 26 |
Avg Bars in Winners | 31 | 26 | 35 | 31 | 26 | 35 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 4586 | 1923 | 2663 | 4586 | 1923 | 2663 |
Profit Streak | 9.6983 | 9.6983 | 16.1983 | 9.6983 | 9.6983 | 16.1983 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 746235 | 644496 | -62748 | 344527 | -580789 | 447823 |
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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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