Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1064870.5643 | 811570.9725 | 253299.5918 | 3992032.5907 | 2359504.6459 | 1632527.9449 |
Total P&L (%) | 1064.8706 | 811.571 | 253.2996 | 3992.0326 | 2359.5046 | 1632.5279 |
Avg Daily Profit (%) | 0.4409 | 0.336 | 0.1049 | 0.1538 | 0.1327 | 0.1182 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216990 | -71511 | -300410 | -10149603 | -5707575 | -6566969 |
Profit Factor | 1.9408 | 2.5466 | 1.4172 | 1.1436 | 1.1761 | 1.1133 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 58.5 | 57 | 60 | 58.5 | 57 | 60 |
Ratio Avg Win / Avg Loss | 1.3768 | 1.9211 | 0.9448 | 0.8112 | 0.8872 | 0.7422 |
Largest Winning Trade | 383535 | 383535 | 49900 | 2330385 | 1937651 | 2330385 |
Largest Losing Trade | -84409 | -40244 | -84409 | -4665575 | -1872322 | -4665575 |
Avg Bars in Trades | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Winners | 35 | 35 | 35 | 35 | 35 | 35 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 7118 | 3559 | 3559 | 7118 | 3559 | 3559 |
Profit Streak | 32.79 | 68.4567 | 32.79 | 32.79 | 68.4567 | 32.79 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569389 | 563200 | -52293 | -53485 | -42388 | -130848 |
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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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