Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426611.2119 | 377658.3328 | 48952.8791 | 190651.9753 | 174968.0372 | 15683.9381 |
Total P&L (%) | 426.6112 | 377.6583 | 48.9529 | 190.652 | 174.968 | 15.6839 |
Avg Daily Profit (%) | 0.2048 | 0.1813 | 0.0235 | 0.0512 | 0.0486 | 0.007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116981 | -98209 | -111925 | -857337 | -683124 | -326610 |
Profit Factor | 1.3773 | 1.6431 | 1.0901 | 1.0393 | 1.0662 | 1.0071 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Losing Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Profitability (%) | 46 | 44 | 48 | 46 | 44 | 48 |
Ratio Avg Win / Avg Loss | 1.6169 | 2.0913 | 1.1809 | 1.22 | 1.357 | 1.091 |
Largest Winning Trade | 190016 | 190016 | 50532 | 291536 | 291536 | 168986 |
Largest Losing Trade | -29068 | -28652 | -29068 | -195750 | -195750 | -156000 |
Avg Bars in Trades | 82 | 81 | 83 | 82 | 81 | 83 |
Avg Bars in Winners | 101 | 102 | 99 | 101 | 102 | 99 |
Avg Bars in Losers | 66 | 65 | 67 | 66 | 65 | 67 |
Bars Traded | 24776 | 12291 | 12485 | 24776 | 12291 | 12485 |
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 | 336346 | 304912 | -284873 | -301796 | -277855 | -406514 |
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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) |
---|