Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915401.122 | 854475.8256 | 60925.2965 | 27015649.496 | 32093343.6973 | -5077694.2013 |
Total P&L (%) | 915.4011 | 854.4758 | 60.9253 | 27015.6495 | 32093.3437 | -5077.6942 |
Avg Daily Profit (%) | 0.4924 | 0.4596 | 0.0328 | 0.3018 | 0.3111 | 0 |
Buy And Hold Return (%) | 9427.668 | 9427.668 | 9427.668 | 9427.668 | 9427.668 | 9427.668 |
Max Trade Drawdown | -67754 | -53714 | -147178 | -16562242 | -13273573 | -12386577 |
Profit Factor | 1.7489 | 2.5728 | 1.0897 | 1.2921 | 1.8066 | 0.9036 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 147 | 80 | 67 | 147 | 80 | 67 |
Losing Trades | 153 | 70 | 83 | 153 | 70 | 83 |
Profitability (%) | 49 | 53.3333 | 44.6667 | 49 | 53.3333 | 44.6667 |
Ratio Avg Win / Avg Loss | 1.8202 | 2.2512 | 1.3499 | 1.3448 | 1.5808 | 1.1194 |
Largest Winning Trade | 110826 | 110826 | 55407 | 7991247 | 7991247 | 5488709 |
Largest Losing Trade | -31662 | -28671 | -31662 | -7074888 | -7074888 | -4528849 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3649 | 1786 | 1863 | 3649 | 1786 | 1863 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150467 | -149674 | -438297 | 258156 | 381706 | -580677 |
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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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