Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270890.556 | 1364396.0824 | -93505.5264 | -135785.0187 | 669921.325 | -805706.3437 |
Total P&L (%) | 1270.8906 | 1364.3961 | -93.5055 | -135.785 | 669.9213 | -805.7063 |
Avg Daily Profit (%) | 0.6712 | 0.7206 | -0.0494 | 0 | 0.1079 | 0 |
Buy And Hold Return (%) | 186.5085 | 186.5085 | 186.5085 | 186.5085 | 186.5085 | 186.5085 |
Max Trade Drawdown | -227780 | -164296 | -151507 | -1211468 | -511232 | -817142 |
Profit Factor | 2.2415 | 3.6511 | 0.8163 | 0.9533 | 1.513 | 0.4971 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 86 | 39 | 47 | 91 | 46 | 45 |
Losing Trades | 114 | 61 | 53 | 109 | 54 | 55 |
Profitability (%) | 43 | 39 | 47 | 45.5 | 46 | 45 |
Ratio Avg Win / Avg Loss | 2.9713 | 5.7107 | 0.9205 | 1.1419 | 1.7761 | 0.6076 |
Largest Winning Trade | 1265105 | 1265105 | 56082 | 1060330 | 1060330 | 173372 |
Largest Losing Trade | -113438 | -39615 | -113438 | -286431 | -245841 | -286431 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 25 | 29 | 22 | 20 | 21 | 18 |
Avg Bars in Losers | 13 | 14 | 11 | 17 | 18 | 15 |
Bars Traded | 3690 | 2021 | 1670 | 3690 | 2021 | 1670 |
Profit Streak | 0 | 0 | 42.1268 | 4.6268 | 5.1268 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 533161 | 540188 | -580967 | -579170 | -49523 | -582732 |
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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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