Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471470.1683 | 356795.4962 | 114674.6721 | 222241.6368 | 492606.4927 | -270364.8559 |
Total P&L (%) | 471.4702 | 356.7955 | 114.6747 | 222.2416 | 492.6065 | -270.3649 |
Avg Daily Profit (%) | 0.2523 | 0.1909 | 0.0614 | 0.0626 | 0.0953 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144601 | -125556 | -112983 | -714272 | -488970 | -403403 |
Profit Factor | 1.2896 | 1.4402 | 1.1403 | 1.052 | 1.2353 | 0.876 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 158 | 76 | 82 | 158 | 76 | 82 |
Losing Trades | 242 | 124 | 118 | 242 | 124 | 118 |
Profitability (%) | 39.5 | 38 | 41 | 39.5 | 38 | 41 |
Ratio Avg Win / Avg Loss | 1.9751 | 2.3497 | 1.6408 | 1.6113 | 2.0156 | 1.2606 |
Largest Winning Trade | 95111 | 95111 | 41406 | 334842 | 334842 | 135887 |
Largest Losing Trade | -28551 | -22945 | -28551 | -123291 | -119803 | -123291 |
Avg Bars in Trades | 27 | 27 | 28 | 27 | 27 | 28 |
Avg Bars in Winners | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 11152 | 5522 | 5630 | 11152 | 5522 | 5630 |
Profit Streak | 17.4264 | 17.4264 | 20.2598 | 17.4264 | 17.4264 | 20.2598 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307862 | 225569 | -178300 | -272142 | -68314 | -581287 |
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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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