Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -175743.98 | 146109.5985 | -321853.5785 | 5440872.0696 | 2416754.0883 | 3024117.9813 |
Total P&L (%) | -175.744 | 146.1096 | -321.8536 | 5440.8721 | 2416.7541 | 3024.118 |
Avg Daily Profit (%) | -0.1179 | 0.098 | -0.2159 | 0.2696 | 0.2166 | 0.2311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -767548 | -166429 | -609676 | -3466352 | -1489001 | -2467435 |
Profit Factor | 0.891 | 1.2861 | 0.7076 | 1.5462 | 1.6028 | 1.508 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 111 | 50 | 61 | 123 | 62 | 61 |
Losing Trades | 89 | 50 | 39 | 77 | 38 | 39 |
Profitability (%) | 55.5 | 50 | 61 | 61.5 | 62 | 61 |
Ratio Avg Win / Avg Loss | 0.7144 | 1.2861 | 0.4524 | 0.9679 | 0.9824 | 0.9641 |
Largest Winning Trade | 63053 | 63053 | 43753 | 1458209 | 1457449 | 1458209 |
Largest Losing Trade | -531632 | -44211 | -531632 | -1637022 | -744074 | -1637022 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 15 |
Bars Traded | 2896 | 1428 | 1468 | 2896 | 1428 | 1468 |
Profit Streak | 30.76 | 38.26 | 30.76 | 30.76 | 38.26 | 30.76 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577239 | -61170 | -578361 | 463363 | 394908 | 374722 |
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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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