Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362460.3835 | 240527.4424 | 121932.9411 | 206542.4612 | 289358.9783 | -82816.5172 |
Total P&L (%) | 362.4604 | 240.5274 | 121.9329 | 206.5425 | 289.359 | -82.8165 |
Avg Daily Profit (%) | 0.174 | 0.1155 | 0.0585 | 0.0538 | 0.0653 | -0.0845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165053 | -150391 | -82698 | -934841 | -566232 | -478997 |
Profit Factor | 1.2783 | 1.3691 | 1.1873 | 1.0609 | 1.173 | 0.9518 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 206 | 98 | 108 | 206 | 98 | 108 |
Losing Trades | 194 | 102 | 92 | 194 | 102 | 92 |
Profitability (%) | 51.5 | 49 | 54 | 51.5 | 49 | 54 |
Ratio Avg Win / Avg Loss | 1.2038 | 1.425 | 1.0114 | 0.9991 | 1.2209 | 0.8108 |
Largest Winning Trade | 68525 | 68525 | 36730 | 331460 | 331460 | 104197 |
Largest Losing Trade | -39603 | -25837 | -39603 | -330978 | -221528 | -330978 |
Avg Bars in Trades | 61 | 57 | 64 | 61 | 57 | 64 |
Avg Bars in Winners | 59 | 52 | 65 | 59 | 52 | 65 |
Avg Bars in Losers | 62 | 61 | 63 | 62 | 61 | 63 |
Bars Traded | 24418 | 11482 | 12936 | 24418 | 11482 | 12936 |
Profit Streak | 0 | 0 | 50.903 | 0 | 0 | 50.903 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346872 | -38241 | -127205 | -273968 | -135881 | -578778 |
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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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