Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1640356.1202 | 1576544.5806 | 63811.5396 | 32449230.0297 | 32909728.9498 | -460498.9201 |
Total P&L (%) | 1640.3561 | 1576.5446 | 63.8115 | 32449.23 | 32909.729 | -460.4989 |
Avg Daily Profit (%) | 0.8817 | 0.8474 | 0.0343 | 0.3114 | 0.3122 | 0 |
Buy And Hold Return (%) | 8313.1078 | 8313.1078 | 8313.1078 | 8313.1078 | 8313.1078 | 8313.1078 |
Max Trade Drawdown | -77793 | -117257 | -79721 | -5636334 | -4456655 | -8492289 |
Profit Factor | 3.1139 | 5.0807 | 1.1638 | 1.7103 | 2.7006 | 0.9825 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Losing Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Profitability (%) | 47.5 | 50 | 45 | 47.5 | 50 | 45 |
Ratio Avg Win / Avg Loss | 3.4417 | 5.0807 | 1.4224 | 1.8903 | 2.7006 | 1.2009 |
Largest Winning Trade | 851629 | 851629 | 60845 | 7736417 | 6479310 | 7736417 |
Largest Losing Trade | -27397 | -27397 | -22096 | -4110114 | -2616747 | -4110114 |
Avg Bars in Trades | 17 | 22 | 13 | 17 | 22 | 13 |
Avg Bars in Winners | 25 | 30 | 20 | 25 | 30 | 20 |
Avg Bars in Losers | 11 | 13 | 8 | 11 | 13 | 8 |
Bars Traded | 3586 | 2201 | 1385 | 3586 | 2201 | 1385 |
Profit Streak | 0 | 73.6809 | 0 | 0 | 73.6809 | 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 | -146238 | -143760 | -355183 | 369929 | 462467 | -581065 |
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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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