Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76050.3544 | 301979.4274 | -225929.0729 | 5729642.324 | 872756.5008 | 4856885.8232 |
Total P&L (%) | 76.0504 | 301.9794 | -225.9291 | 5729.6423 | 872.7565 | 4856.8858 |
Avg Daily Profit (%) | 0.0304 | 0.1208 | -0.0904 | 0.1627 | 0.091 | 0.1562 |
Buy And Hold Return (%) | 945.4996 | 945.4996 | 945.4996 | 945.4996 | 945.4996 | 945.4996 |
Max Trade Drawdown | -289028 | -54872 | -304439 | -2375875 | -1082364 | -1474718 |
Profit Factor | 1.1008 | 3.058 | 0.6283 | 2.0941 | 1.4447 | 2.4834 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 156 | 78 | 78 | 92 | 45 | 47 |
Losing Trades | 44 | 22 | 22 | 108 | 55 | 53 |
Profitability (%) | 78 | 78 | 78 | 46 | 45 | 47 |
Ratio Avg Win / Avg Loss | 0.3105 | 0.8625 | 0.1772 | 2.4583 | 1.7657 | 2.8005 |
Largest Winning Trade | 68455 | 68455 | 23771 | 6073069 | 610211 | 6073069 |
Largest Losing Trade | -289028 | -47096 | -289028 | -1144163 | -335918 | -1144163 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 15 | 16 | 14 | 25 | 30 | 20 |
Avg Bars in Losers | 53 | 64 | 42 | 21 | 23 | 19 |
Bars Traded | 4689 | 2662 | 2027 | 4689 | 2662 | 2027 |
Profit Streak | 14.2166 | 69.7166 | 0 | 14.2166 | 69.7166 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -423805 | -189629 | -576880 | 411760 | -235711 | 359213 |
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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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