Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94467.8541 | 48933.8788 | 45533.9753 | 96042.8249 | 60223.7917 | 35819.0333 |
Total P&L (%) | 94.4679 | 48.9339 | 45.534 | 96.0428 | 60.2238 | 35.819 |
Avg Daily Profit (%) | 0.3628 | 0.1879 | 0.1748 | 0.2588 | 0.1812 | 0.1176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37776 | -35070 | -42282 | -69760 | -48123 | -92061 |
Profit Factor | 1.2208 | 1.226 | 1.2154 | 1.1299 | 1.1633 | 1.0967 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 198 | 94 | 104 | 198 | 94 | 104 |
Losing Trades | 202 | 106 | 96 | 202 | 106 | 96 |
Profitability (%) | 49.5 | 47 | 52 | 49.5 | 47 | 52 |
Ratio Avg Win / Avg Loss | 1.2455 | 1.3825 | 1.122 | 1.1527 | 1.3118 | 1.0123 |
Largest Winning Trade | 28837 | 28837 | 13928 | 33402 | 33402 | 18913 |
Largest Losing Trade | -20396 | -11136 | -20396 | -28584 | -16776 | -28584 |
Avg Bars in Trades | 61 | 63 | 60 | 61 | 63 | 60 |
Avg Bars in Winners | 70 | 65 | 74 | 70 | 65 | 74 |
Avg Bars in Losers | 53 | 61 | 44 | 53 | 61 | 44 |
Bars Traded | 24717 | 12707 | 12010 | 24717 | 12707 | 12010 |
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 | 328063 | 131420 | 165536 | -69014 | -36150 | -153414 |
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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) |
---|