Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737212.7314 | 614656.3798 | 122556.3516 | 115495.3142 | 9993.1647 | 105502.1495 |
Total P&L (%) | 737.2127 | 614.6564 | 122.5564 | 115.4953 | 9.9932 | 105.5021 |
Avg Daily Profit (%) | 0.4988 | 0.4159 | 0.0829 | 0.052 | 0.0064 | 0.0487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123864 | -127234 | -102472 | -844345 | -605634 | -683590 |
Profit Factor | 1.5111 | 1.8138 | 1.1783 | 1.0171 | 1.0029 | 1.0319 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 137 | 52 | 85 | 137 | 52 | 85 |
Losing Trades | 263 | 148 | 115 | 263 | 148 | 115 |
Profitability (%) | 34.25 | 26 | 42.5 | 34.25 | 26 | 42.5 |
Ratio Avg Win / Avg Loss | 2.9008 | 5.1625 | 1.5942 | 1.9525 | 2.8544 | 1.3961 |
Largest Winning Trade | 581008 | 581008 | 40847 | 554313 | 554313 | 179127 |
Largest Losing Trade | -35130 | -17812 | -35130 | -183855 | -129898 | -183855 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 25 | 31 | 22 | 25 | 31 | 22 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 5877 | 2984 | 2893 | 5877 | 2984 | 2893 |
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 | 335522 | -11314 | -107636 | -327920 | -590864 | -315421 |
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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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