Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490583.4826 | 381400.3724 | 109183.1102 | 165257.2172 | 219587.6954 | -54330.4781 |
Total P&L (%) | 490.5835 | 381.4004 | 109.1831 | 165.2572 | 219.5877 | -54.3305 |
Avg Daily Profit (%) | 0.2145 | 0.1668 | 0.0477 | 0.0427 | 0.0508 | -0.0343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136767 | -106143 | -110634 | -226783 | -186933 | -177760 |
Profit Factor | 1.3048 | 1.4501 | 1.1432 | 1.074 | 1.1879 | 0.949 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 219 | 99 | 120 | 219 | 99 | 120 |
Losing Trades | 181 | 101 | 80 | 181 | 101 | 80 |
Profitability (%) | 54.75 | 49.5 | 60 | 54.75 | 49.5 | 60 |
Ratio Avg Win / Avg Loss | 1.0784 | 1.4794 | 0.7621 | 0.8876 | 1.2119 | 0.6327 |
Largest Winning Trade | 156075 | 156075 | 49331 | 147905 | 147905 | 49957 |
Largest Losing Trade | -49102 | -49102 | -36397 | -123955 | -57582 | -123955 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 24 | 27 | 20 | 24 | 27 | 20 |
Bars Traded | 8932 | 4815 | 4117 | 8932 | 4815 | 4117 |
Profit Streak | 6.4598 | 0 | 7.7098 | 6.4598 | 0 | 7.7098 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415200 | 320882 | -191075 | -273064 | -138315 | -578035 |
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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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