Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072493.7123 | 1220008.1155 | -147514.4032 | -62582.8325 | 173627.0629 | -236209.8954 |
Total P&L (%) | 1072.4937 | 1220.0081 | -147.5144 | -62.5828 | 173.6271 | -236.2099 |
Avg Daily Profit (%) | 0.5993 | 0.6817 | -0.0824 | -0.0549 | 0.0563 | 0 |
Buy And Hold Return (%) | 332.3371 | 332.3371 | 332.3371 | 332.3371 | 332.3371 | 332.3371 |
Max Trade Drawdown | -148779 | -174922 | -267311 | -212874 | -225086 | -319091 |
Profit Factor | 1.7476 | 2.7533 | 0.8003 | 0.9437 | 1.3404 | 0.6077 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 176 | 85 | 91 | 176 | 85 | 91 |
Losing Trades | 224 | 115 | 109 | 224 | 115 | 109 |
Profitability (%) | 44 | 42.5 | 45.5 | 44 | 42.5 | 45.5 |
Ratio Avg Win / Avg Loss | 2.2242 | 3.725 | 0.9586 | 1.2011 | 1.8135 | 0.728 |
Largest Winning Trade | 1111898 | 1111898 | 58980 | 209216 | 209216 | 35832 |
Largest Losing Trade | -48637 | -34228 | -48637 | -72240 | -33060 | -72240 |
Avg Bars in Trades | 52 | 53 | 52 | 52 | 53 | 52 |
Avg Bars in Winners | 79 | 77 | 80 | 79 | 77 | 80 |
Avg Bars in Losers | 32 | 35 | 28 | 32 | 35 | 28 |
Bars Traded | 21116 | 10661 | 10455 | 21116 | 10661 | 10455 |
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 | 418032 | 448891 | -582036 | -579353 | -284550 | -582036 |
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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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