Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409241.7705 | 294051.1523 | 115190.6181 | 591075.4959 | 286366.2821 | 304709.2138 |
Total P&L (%) | 409.2418 | 294.0512 | 115.1906 | 591.0755 | 286.3663 | 304.7092 |
Avg Daily Profit (%) | 0.3929 | 0.2823 | 0.1106 | 0.1857 | 0.1298 | 0.1343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89974 | -87445 | -86905 | -435438 | -496448 | -240887 |
Profit Factor | 1.4159 | 1.6097 | 1.2296 | 1.1713 | 1.1628 | 1.1803 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 138 | 63 | 75 | 138 | 63 | 75 |
Losing Trades | 222 | 117 | 105 | 222 | 117 | 105 |
Profitability (%) | 38.3333 | 35 | 41.6667 | 38.3333 | 35 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.2778 | 2.9894 | 1.7215 | 1.8843 | 2.1594 | 1.6524 |
Largest Winning Trade | 141950 | 141950 | 36774 | 216166 | 216166 | 174249 |
Largest Losing Trade | -21027 | -21027 | -15695 | -107203 | -107203 | -92390 |
Avg Bars in Trades | 69 | 65 | 72 | 69 | 65 | 72 |
Avg Bars in Winners | 111 | 111 | 110 | 111 | 111 | 110 |
Avg Bars in Losers | 42 | 41 | 44 | 42 | 41 | 44 |
Bars Traded | 24874 | 11852 | 13022 | 24874 | 11852 | 13022 |
Profit Streak | 0 | 0 | 12.6433 | 0 | 0 | 12.6433 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306650 | 213305 | -46837 | -25676 | -65494 | -37113 |
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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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