Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120918.9245 | 58936.7599 | 61982.1646 | 139950.3395 | 61213.816 | 78736.5236 |
Total P&L (%) | 120.9189 | 58.9368 | 61.9822 | 139.9503 | 61.2138 | 78.7365 |
Avg Daily Profit (%) | 0.4643 | 0.2263 | 0.238 | 0.3367 | 0.1835 | 0.2233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40963 | -28691 | -40905 | -91930 | -59637 | -80016 |
Profit Factor | 1.3023 | 1.3144 | 1.2916 | 1.169 | 1.1562 | 1.1805 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 160 | 79 | 81 | 160 | 79 | 81 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 53.3333 | 52.6667 | 54 | 53.3333 | 52.6667 | 54 |
Ratio Avg Win / Avg Loss | 1.1395 | 1.1813 | 1.1002 | 1.0229 | 1.0392 | 1.0056 |
Largest Winning Trade | 23180 | 23180 | 20449 | 44212 | 44212 | 33441 |
Largest Losing Trade | -16163 | -10782 | -16163 | -33771 | -31674 | -33771 |
Avg Bars in Trades | 82 | 74 | 90 | 82 | 74 | 90 |
Avg Bars in Winners | 86 | 74 | 98 | 86 | 74 | 98 |
Avg Bars in Losers | 77 | 74 | 80 | 77 | 74 | 80 |
Bars Traded | 24705 | 11154 | 13551 | 24705 | 11154 | 13551 |
Profit Streak | 0 | 0 | 6.1677 | 0 | 0 | 6.1677 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381008 | 232596 | 286742 | -25232 | -42586 | -13683 |
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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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