Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342942.25 | 1512466.8793 | -169524.6293 | -77059.8458 | 1197.6133 | -78257.4591 |
Total P&L (%) | 1342.9423 | 1512.4669 | -169.5246 | -77.0598 | 1.1976 | -78.2575 |
Avg Daily Profit (%) | 0.6446 | 0.726 | -0.0814 | -0.0706 | 0.0006 | -0.0732 |
Buy And Hold Return (%) | 545.0103 | 545.0103 | 545.0103 | 545.0103 | 545.0103 | 545.0103 |
Max Trade Drawdown | -186835 | -148315 | -235387 | -122128 | -94444 | -77982 |
Profit Factor | 2.1949 | 3.7673 | 0.7064 | 0.8563 | 1.0043 | 0.6933 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 39 | 37 | 41 | 39 | 37 | 41 |
Ratio Avg Win / Avg Loss | 3.4331 | 6.4146 | 1.0165 | 1.3394 | 1.71 | 0.9976 |
Largest Winning Trade | 1451948 | 1451948 | 53074 | 110570 | 110570 | 20511 |
Largest Losing Trade | -63584 | -63584 | -52446 | -40409 | -40409 | -27708 |
Avg Bars in Trades | 123 | 110 | 137 | 123 | 110 | 137 |
Avg Bars in Winners | 168 | 176 | 162 | 168 | 176 | 162 |
Avg Bars in Losers | 94 | 71 | 119 | 94 | 71 | 119 |
Bars Traded | 24737 | 11024 | 13713 | 24737 | 11024 | 13713 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323582 | 387726 | -582898 | -582342 | -577898 | -584565 |
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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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