Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333974.7047 | 215097.6207 | 118877.084 | 1388784.7549 | 968643.01 | 420141.7449 |
Total P&L (%) | 333.9747 | 215.0976 | 118.8771 | 1388.7848 | 968.643 | 420.1417 |
Avg Daily Profit (%) | 0.3206 | 0.2065 | 0.1141 | 0.2596 | 0.2277 | 0.1584 |
Buy And Hold Return (%) | 25.3791 | 25.3791 | 25.3791 | 25.3791 | 25.3791 | 25.3791 |
Max Trade Drawdown | -49005 | -35895 | -36620 | -682146 | -501272 | -393450 |
Profit Factor | 1.7692 | 2.024 | 1.5304 | 1.4703 | 1.6883 | 1.2718 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Losing Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Profitability (%) | 54 | 57 | 51 | 54 | 57 | 51 |
Ratio Avg Win / Avg Loss | 1.5071 | 1.5269 | 1.4704 | 1.2524 | 1.2736 | 1.2219 |
Largest Winning Trade | 32409 | 32409 | 20774 | 245821 | 244638 | 245821 |
Largest Losing Trade | -19502 | -19502 | -14641 | -272893 | -272893 | -186500 |
Avg Bars in Trades | 123 | 128 | 117 | 123 | 128 | 117 |
Avg Bars in Winners | 122 | 130 | 114 | 122 | 130 | 114 |
Avg Bars in Losers | 123 | 127 | 120 | 123 | 127 | 120 |
Bars Traded | 24655 | 12893 | 11762 | 24655 | 12893 | 11762 |
Profit Streak | 10.2477 | 10.2477 | 11.9977 | 10.2477 | 10.2477 | 11.9977 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528236 | 460821 | -40300 | 444160 | 419014 | 275137 |
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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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