Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775335.065 | 518723.6609 | 256611.4042 | 6282890.195 | 5575857.4932 | 707032.7018 |
Total P&L (%) | 775.3351 | 518.7237 | 256.6114 | 6282.8902 | 5575.8575 | 707.0327 |
Avg Daily Profit (%) | 0.3566 | 0.2385 | 0.118 | 0.1913 | 0.1859 | 0.0961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89862 | -69415 | -124464 | -6154966 | -2078337 | -6154966 |
Profit Factor | 1.7973 | 2.3483 | 1.4366 | 1.2809 | 1.704 | 1.049 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 50.5 | 48 | 53 | 50.5 | 48 | 53 |
Ratio Avg Win / Avg Loss | 1.7617 | 2.5439 | 1.274 | 1.2556 | 1.846 | 0.9302 |
Largest Winning Trade | 74119 | 74119 | 51736 | 3156192 | 3156192 | 1821068 |
Largest Losing Trade | -57493 | -29368 | -57493 | -6154966 | -886313 | -6154966 |
Avg Bars in Trades | 63 | 67 | 59 | 63 | 67 | 59 |
Avg Bars in Winners | 81 | 84 | 78 | 81 | 84 | 78 |
Avg Bars in Losers | 45 | 51 | 38 | 45 | 51 | 38 |
Bars Traded | 12705 | 6731 | 5973 | 12705 | 6731 | 5973 |
Profit Streak | 23.6021 | 0 | 24.2688 | 23.6021 | 0 | 24.2688 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519920 | 423869 | -33896 | 345177 | 362910 | -231986 |
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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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