Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812442.5911 | 637503.284 | 174939.307 | 3152735.2502 | 285965.5076 | 2866769.7426 |
Total P&L (%) | 812.4426 | 637.5033 | 174.9393 | 3152.7353 | 285.9655 | 2866.7697 |
Avg Daily Profit (%) | 0.3352 | 0.263 | 0.0722 | 0.1438 | 0.0557 | 0.14 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89201 | -78189 | -146628 | -4009217 | -4022955 | -1703961 |
Profit Factor | 1.9189 | 2.4117 | 1.4044 | 1.2088 | 1.0329 | 1.4463 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 36.5 | 33 | 40 | 36.5 | 33 | 40 |
Ratio Avg Win / Avg Loss | 3.3384 | 4.8965 | 2.1066 | 2.1029 | 2.0972 | 2.1695 |
Largest Winning Trade | 288040 | 288040 | 70117 | 2519823 | 2519823 | 1525106 |
Largest Losing Trade | -29190 | -24328 | -29190 | -985504 | -985504 | -483489 |
Avg Bars in Trades | 23 | 18 | 28 | 23 | 18 | 28 |
Avg Bars in Winners | 44 | 36 | 51 | 44 | 36 | 51 |
Avg Bars in Losers | 11 | 10 | 12 | 11 | 10 | 12 |
Bars Traded | 4740 | 1896 | 2844 | 4740 | 1896 | 2844 |
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 | 320816 | 235800 | -98645 | -4006 | -308292 | -7596 |
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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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