Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049902.0543 | 914308.6719 | 135593.3824 | 13442376.8399 | 14723658.2696 | -1281281.4298 |
Total P&L (%) | 1049.9021 | 914.3087 | 135.5934 | 13442.3768 | 14723.6583 | -1281.2814 |
Avg Daily Profit (%) | 0.4198 | 0.3656 | 0.0542 | 0.1965 | 0.2001 | 0 |
Buy And Hold Return (%) | 631.1043 | 631.1043 | 631.1043 | 631.1043 | 631.1043 | 631.1043 |
Max Trade Drawdown | -82003 | -59661 | -75529 | -14565719 | -8872536 | -7385518 |
Profit Factor | 2.0593 | 2.6038 | 1.3221 | 1.2567 | 1.4924 | 0.943 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 127 | 54 | 73 | 127 | 54 | 73 |
Losing Trades | 173 | 96 | 77 | 173 | 96 | 77 |
Profitability (%) | 42.3333 | 36 | 48.6667 | 42.3333 | 36 | 48.6667 |
Ratio Avg Win / Avg Loss | 2.8052 | 4.629 | 1.3945 | 1.7119 | 2.6532 | 0.9946 |
Largest Winning Trade | 389184 | 389184 | 51045 | 15406054 | 15406054 | 3929269 |
Largest Losing Trade | -27318 | -27318 | -22663 | -4455174 | -4455174 | -3193076 |
Avg Bars in Trades | 24 | 24 | 24 | 24 | 24 | 24 |
Avg Bars in Winners | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 7412 | 3663 | 3749 | 7412 | 3663 | 3749 |
Profit Streak | 18.5214 | 0 | 83.5214 | 18.5214 | 0 | 83.5214 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 148582 | -16685 | -284712 | 301153 | 197036 | -579422 |
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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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