Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1600883.2333 | 1549364.5328 | 51518.7004 | 2039815.4728 | 806936.6228 | 1232878.85 |
Total P&L (%) | 1600.8832 | 1549.3645 | 51.5187 | 2039.8155 | 806.9366 | 1232.8789 |
Avg Daily Profit (%) | 0.8706 | 0.8426 | 0.028 | 0.1667 | 0.12 | 0.141 |
Buy And Hold Return (%) | 615.541 | 615.541 | 615.541 | 615.541 | 615.541 | 615.541 |
Max Trade Drawdown | -152264 | -151376 | -60144 | -4856583 | -5090670 | -946914 |
Profit Factor | 2.7669 | 3.1615 | 1.2722 | 1.1142 | 1.0543 | 1.4105 |
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 | 3.1201 | 4.5495 | 1.1282 | 1.2564 | 1.5171 | 1.2508 |
Largest Winning Trade | 999320 | 999320 | 17617 | 1964232 | 1964232 | 411965 |
Largest Losing Trade | -53445 | -53445 | -12791 | -2583308 | -2583308 | -397976 |
Avg Bars in Trades | 36 | 65 | 7 | 36 | 65 | 7 |
Avg Bars in Winners | 41 | 85 | 7 | 41 | 85 | 7 |
Avg Bars in Losers | 31 | 51 | 6 | 31 | 51 | 6 |
Bars Traded | 7270 | 6565 | 705 | 7270 | 6565 | 705 |
Profit Streak | 2.5768 | 122.0768 | 0 | 2.5768 | 122.0768 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481591 | 477661 | -320933 | -91695 | -263590 | -10184 |
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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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