Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631023.3072 | 374012.201 | 257011.1062 | 1914360.6256 | -666886.9512 | 2581247.5768 |
Total P&L (%) | 631.0233 | 374.0122 | 257.0111 | 1914.3606 | -666.887 | 2581.2476 |
Avg Daily Profit (%) | 0.3497 | 0.2073 | 0.1424 | 0.1666 | 0 | 0.1824 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81582 | -84703 | -40043 | -4087279 | -4306259 | -926226 |
Profit Factor | 1.8253 | 1.8543 | 1.7864 | 1.1107 | 0.9348 | 1.366 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 67 | 26 | 41 | 67 | 26 | 41 |
Losing Trades | 133 | 74 | 59 | 133 | 74 | 59 |
Profitability (%) | 33.5 | 26 | 41 | 33.5 | 26 | 41 |
Ratio Avg Win / Avg Loss | 3.6233 | 5.2776 | 2.5707 | 2.2049 | 2.6607 | 1.9657 |
Largest Winning Trade | 252366 | 252366 | 62968 | 2777373 | 2777373 | 1029831 |
Largest Losing Trade | -22803 | -22803 | -21283 | -765620 | -702830 | -765620 |
Avg Bars in Trades | 107 | 108 | 105 | 107 | 108 | 105 |
Avg Bars in Winners | 203 | 219 | 193 | 203 | 219 | 193 |
Avg Bars in Losers | 58 | 69 | 45 | 58 | 69 | 45 |
Bars Traded | 21449 | 10854 | 10595 | 21449 | 10854 | 10595 |
Profit Streak | 33.7449 | 33.7449 | 35.4115 | 33.7449 | 33.7449 | 35.4115 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302571 | -13951 | -2759 | -94222 | -603153 | 224665 |
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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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