Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501086.7091 | 420986.7986 | 80099.9105 | 678770.3143 | 617187.0475 | 61583.2668 |
Total P&L (%) | 501.0867 | 420.9868 | 80.0999 | 678.7703 | 617.187 | 61.5833 |
Avg Daily Profit (%) | 0.4103 | 0.3447 | 0.0656 | 0.1682 | 0.1614 | 0.0393 |
Buy And Hold Return (%) | 37.4095 | 37.4095 | 37.4095 | 37.4095 | 37.4095 | 37.4095 |
Max Trade Drawdown | -98041 | -68843 | -68495 | -809665 | -615081 | -693019 |
Profit Factor | 1.7018 | 2.094 | 1.2433 | 1.1371 | 1.2368 | 1.0263 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Profitability (%) | 34.5 | 32 | 37 | 34.5 | 32 | 37 |
Ratio Avg Win / Avg Loss | 3.2309 | 4.4498 | 2.117 | 2.1588 | 2.6282 | 1.7474 |
Largest Winning Trade | 258208 | 258208 | 37752 | 631830 | 631830 | 249782 |
Largest Losing Trade | -26383 | -22920 | -26383 | -234221 | -136162 | -234221 |
Avg Bars in Trades | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Winners | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 3520 | 1825 | 1695 | 3520 | 1825 | 1695 |
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 | 300843 | 209867 | -115525 | -65550 | 54260 | -345252 |
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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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