Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683724.3581 | 565999.74 | 117724.6181 | 2695308.0683 | 3244515.0673 | -549206.999 |
Total P&L (%) | 683.7244 | 565.9997 | 117.7246 | 2695.3081 | 3244.5151 | -549.207 |
Avg Daily Profit (%) | 0.3283 | 0.2718 | 0.0565 | 0.1601 | 0.1687 | 0 |
Buy And Hold Return (%) | 131.0344 | 131.0344 | 131.0344 | 131.0344 | 131.0344 | 131.0344 |
Max Trade Drawdown | -123374 | -65412 | -80260 | -7127285 | -2724677 | -4899907 |
Profit Factor | 1.5549 | 1.9514 | 1.1847 | 1.0863 | 1.2252 | 0.9673 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 160 | 79 | 81 | 160 | 79 | 81 |
Losing Trades | 240 | 121 | 119 | 240 | 121 | 119 |
Profitability (%) | 40 | 39.5 | 40.5 | 40 | 39.5 | 40.5 |
Ratio Avg Win / Avg Loss | 2.3323 | 2.9889 | 1.7405 | 1.6295 | 1.8766 | 1.4211 |
Largest Winning Trade | 222834 | 222834 | 48744 | 1707821 | 1707821 | 1198584 |
Largest Losing Trade | -45035 | -19763 | -45035 | -2042908 | -977987 | -2042908 |
Avg Bars in Trades | 61 | 66 | 57 | 61 | 66 | 57 |
Avg Bars in Winners | 96 | 100 | 91 | 96 | 100 | 91 |
Avg Bars in Losers | 39 | 44 | 33 | 39 | 44 | 33 |
Bars Traded | 24778 | 13347 | 11431 | 24778 | 13347 | 11431 |
Profit Streak | 0 | 0 | 36.6983 | 0 | 0 | 36.6983 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320429 | 245799 | -301666 | -118536 | 176982 | -581324 |
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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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