Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373329.7271 | 324799.7333 | 48529.9938 | 516071.3812 | -334729.1993 | 850800.5805 |
Total P&L (%) | 373.3297 | 324.7997 | 48.53 | 516.0714 | -334.7292 | 850.8006 |
Avg Daily Profit (%) | 0.3584 | 0.3118 | 0.0466 | 0.1747 | 0 | 0.2164 |
Buy And Hold Return (%) | 150.2024 | 150.2024 | 150.2024 | 150.2024 | 150.2024 | 150.2024 |
Max Trade Drawdown | -176615 | -133192 | -50246 | -3741538 | -3063326 | -823609 |
Profit Factor | 1.6303 | 1.782 | 1.2743 | 1.0604 | 0.9463 | 1.3669 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 94 | 41 | 53 | 94 | 41 | 53 |
Losing Trades | 106 | 59 | 47 | 106 | 59 | 47 |
Profitability (%) | 47 | 41 | 53 | 47 | 41 | 53 |
Ratio Avg Win / Avg Loss | 1.8385 | 2.5643 | 1.13 | 1.1957 | 1.3617 | 1.2122 |
Largest Winning Trade | 131593 | 131593 | 18971 | 1172828 | 1172828 | 481212 |
Largest Losing Trade | -33516 | -33516 | -12290 | -975676 | -975676 | -315900 |
Avg Bars in Trades | 123 | 217 | 29 | 123 | 217 | 29 |
Avg Bars in Winners | 150 | 300 | 34 | 150 | 300 | 34 |
Avg Bars in Losers | 99 | 159 | 24 | 99 | 159 | 24 |
Bars Traded | 24686 | 21711 | 2975 | 24686 | 21711 | 2975 |
Profit Streak | 9.8393 | 9.8393 | 36.1726 | 9.8393 | 9.8393 | 36.1726 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354027 | 108961 | -294721 | -147620 | -582234 | 345508 |
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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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