Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362195.4123 | 286776.9409 | 75418.4715 | 66651.2763 | 258145.7714 | -191494.4951 |
Total P&L (%) | 362.1954 | 286.7769 | 75.4185 | 66.6513 | 258.1458 | -191.4945 |
Avg Daily Profit (%) | 0.1952 | 0.1546 | 0.0407 | 0.0275 | 0.0688 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223162 | -138771 | -241175 | -363210 | -81712 | -395862 |
Profit Factor | 1.231 | 1.4096 | 1.0869 | 1.0558 | 1.5841 | 0.7456 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 183 | 87 | 96 | 183 | 87 | 96 |
Losing Trades | 217 | 113 | 104 | 217 | 113 | 104 |
Profitability (%) | 45.75 | 43.5 | 48 | 45.75 | 43.5 | 48 |
Ratio Avg Win / Avg Loss | 1.4598 | 1.8308 | 1.1775 | 1.2519 | 2.0576 | 0.8078 |
Largest Winning Trade | 93665 | 93665 | 42655 | 76287 | 76287 | 36613 |
Largest Losing Trade | -45778 | -33153 | -45778 | -150369 | -26067 | -150369 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 5550 | 2841 | 2709 | 5550 | 2841 | 2709 |
Profit Streak | 7.3995 | 7.7328 | 0 | 7.3995 | 7.7328 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310988 | 288564 | -263500 | -314083 | -99241 | -580786 |
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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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