Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451181.9064 | 400405.5904 | 50776.316 | 28973.7945 | 479018.6918 | -450044.8973 |
Total P&L (%) | 451.1819 | 400.4056 | 50.7763 | 28.9738 | 479.0187 | -450.0449 |
Avg Daily Profit (%) | 0.2359 | 0.2093 | 0.0265 | 0.0133 | 0.0918 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172250 | -81019 | -216015 | -586101 | -339178 | -615256 |
Profit Factor | 1.2581 | 1.5038 | 1.0532 | 1.007 | 1.2614 | 0.8054 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 196 | 100 | 96 | 196 | 100 | 96 |
Losing Trades | 204 | 100 | 104 | 204 | 100 | 104 |
Profitability (%) | 49 | 50 | 48 | 49 | 50 | 48 |
Ratio Avg Win / Avg Loss | 1.3094 | 1.5038 | 1.141 | 1.0481 | 1.2614 | 0.8726 |
Largest Winning Trade | 75963 | 75963 | 44794 | 191236 | 191236 | 111646 |
Largest Losing Trade | -80441 | -29367 | -80441 | -200368 | -200368 | -140186 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 5675 | 2873 | 2802 | 5675 | 2873 | 2802 |
Profit Streak | 9.3937 | 0 | 12.7271 | 9.3937 | 0 | 12.7271 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374435 | 392775 | -320049 | -388467 | -69730 | -580174 |
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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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