Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999548.2414 | 891877.3733 | 107670.8681 | 8753546.9622 | 10528040.1182 | -1774493.156 |
Total P&L (%) | 999.5482 | 891.8774 | 107.6709 | 8753.547 | 10528.0401 | -1774.4932 |
Avg Daily Profit (%) | 0.5506 | 0.4913 | 0.0593 | 0.2473 | 0.2574 | 0 |
Buy And Hold Return (%) | 632.1729 | 632.1729 | 632.1729 | 632.1729 | 632.1729 | 632.1729 |
Max Trade Drawdown | -88685 | -70703 | -84366 | -10208504 | -4323670 | -7256709 |
Profit Factor | 2.1625 | 3.4207 | 1.2191 | 1.2175 | 1.6425 | 0.9256 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 49 | 46 | 52 | 49 | 46 | 52 |
Ratio Avg Win / Avg Loss | 2.2507 | 4.0156 | 1.1253 | 1.2672 | 1.9282 | 0.8544 |
Largest Winning Trade | 262803 | 262803 | 74966 | 4124222 | 4124222 | 3232810 |
Largest Losing Trade | -63157 | -22440 | -63157 | -2412780 | -1779285 | -2412780 |
Avg Bars in Trades | 53 | 49 | 57 | 53 | 49 | 57 |
Avg Bars in Winners | 70 | 64 | 76 | 70 | 64 | 76 |
Avg Bars in Losers | 37 | 37 | 38 | 37 | 37 | 38 |
Bars Traded | 10771 | 4976 | 5795 | 10771 | 4976 | 5795 |
Profit Streak | 0 | 12.9274 | 0 | 0 | 12.9274 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 220501 | -21662 | -279940 | 312463 | 391546 | -580806 |
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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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