Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117832.2376 | 982229.8467 | 135602.3909 | 23459269.4675 | 16455276.5404 | 7003992.927 |
Total P&L (%) | 1117.8322 | 982.2298 | 135.6024 | 23459.2695 | 16455.2765 | 7003.9929 |
Avg Daily Profit (%) | 0.6082 | 0.5345 | 0.0738 | 0.2976 | 0.2784 | 0.2322 |
Buy And Hold Return (%) | 816.1776 | 816.1776 | 816.1776 | 816.1776 | 816.1776 | 816.1776 |
Max Trade Drawdown | -73531 | -45556 | -53639 | -27580883 | -11822151 | -19905196 |
Profit Factor | 2.5868 | 4.2803 | 1.3348 | 1.254 | 1.4064 | 1.135 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Profitability (%) | 45 | 41 | 49 | 45 | 41 | 49 |
Ratio Avg Win / Avg Loss | 3.1616 | 6.1595 | 1.3893 | 1.5326 | 2.0238 | 1.1813 |
Largest Winning Trade | 313595 | 313595 | 71762 | 11142941 | 11142941 | 8604095 |
Largest Losing Trade | -33283 | -22699 | -33283 | -6784208 | -4343699 | -6784208 |
Avg Bars in Trades | 108 | 99 | 118 | 108 | 99 | 118 |
Avg Bars in Winners | 165 | 147 | 180 | 165 | 147 | 180 |
Avg Bars in Losers | 62 | 65 | 59 | 62 | 65 | 59 |
Bars Traded | 21769 | 9905 | 11864 | 21769 | 9905 | 11864 |
Profit Streak | 26.2298 | 28.2298 | 0 | 26.2298 | 28.2298 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34688 | -87096 | -260585 | 339490 | 279884 | -64401 |
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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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