Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152817.6001 | 45594.4267 | 107223.1734 | 216563.2016 | 104457.2017 | 112105.9999 |
Total P&L (%) | 152.8176 | 45.5944 | 107.2232 | 216.5632 | 104.4572 | 112.106 |
Avg Daily Profit (%) | 0.5868 | 0.1751 | 0.4117 | 0.4435 | 0.275 | 0.2891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48273 | -55724 | -21439 | -115154 | -52757 | -74690 |
Profit Factor | 1.3237 | 1.1826 | 1.482 | 1.2846 | 1.2704 | 1.2994 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Losing Trades | 176 | 85 | 91 | 176 | 85 | 91 |
Profitability (%) | 41.3333 | 43.3333 | 39.3333 | 41.3333 | 43.3333 | 39.3333 |
Ratio Avg Win / Avg Loss | 1.8788 | 1.5465 | 2.2858 | 1.8234 | 1.6612 | 2.0042 |
Largest Winning Trade | 25842 | 25842 | 21752 | 53115 | 53115 | 36645 |
Largest Losing Trade | -10322 | -10322 | -7831 | -25270 | -21490 | -25270 |
Avg Bars in Trades | 81 | 86 | 77 | 81 | 86 | 77 |
Avg Bars in Winners | 128 | 131 | 126 | 128 | 131 | 126 |
Avg Bars in Losers | 48 | 52 | 45 | 48 | 52 | 45 |
Bars Traded | 24578 | 12947 | 11631 | 24578 | 12947 | 11631 |
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 | 326518 | -16612 | 231292 | 273829 | 198661 | 153404 |
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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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