Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774901.3056 | 693393.2998 | 81508.0058 | 2523771.2935 | 1855792.2595 | 667979.034 |
Total P&L (%) | 774.9013 | 693.3933 | 81.508 | 2523.7713 | 1855.7923 | 667.979 |
Avg Daily Profit (%) | 0.3096 | 0.277 | 0.0326 | 0.1306 | 0.1189 | 0.0815 |
Buy And Hold Return (%) | 313.5646 | 313.5646 | 313.5646 | 313.5646 | 313.5646 | 313.5646 |
Max Trade Drawdown | -131422 | -51188 | -176616 | -1125023 | -1311617 | -885627 |
Profit Factor | 1.9831 | 2.8923 | 1.1932 | 1.3281 | 1.4373 | 1.1937 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 93 | 39 | 54 | 93 | 39 | 54 |
Losing Trades | 107 | 61 | 46 | 107 | 61 | 46 |
Profitability (%) | 46.5 | 39 | 54 | 46.5 | 39 | 54 |
Ratio Avg Win / Avg Loss | 2.2816 | 4.5239 | 1.0165 | 1.528 | 2.2481 | 1.0168 |
Largest Winning Trade | 222008 | 222008 | 59482 | 1141949 | 1141949 | 608079 |
Largest Losing Trade | -45158 | -28285 | -45158 | -466301 | -466301 | -457232 |
Avg Bars in Trades | 73 | 78 | 68 | 73 | 78 | 68 |
Avg Bars in Winners | 98 | 114 | 86 | 98 | 114 | 86 |
Avg Bars in Losers | 51 | 54 | 47 | 51 | 54 | 47 |
Bars Traded | 14675 | 7800 | 6875 | 14675 | 7800 | 6875 |
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 | 312502 | 150217 | -322913 | -17193 | -37168 | -97031 |
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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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