Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533880.2813 | 312013.0749 | 221867.2063 | 1865241.554 | 1453405.1777 | 411836.3764 |
Total P&L (%) | 533.8803 | 312.0131 | 221.8672 | 1865.2416 | 1453.4052 | 411.8364 |
Avg Daily Profit (%) | 0.3181 | 0.1859 | 0.1322 | 0.1776 | 0.1636 | 0.0974 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84662 | -96553 | -60959 | -473971 | -338600 | -403989 |
Profit Factor | 1.435 | 1.5513 | 1.3355 | 1.3847 | 1.686 | 1.1509 |
Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
Winning Trades | 188 | 90 | 98 | 188 | 90 | 98 |
Losing Trades | 292 | 150 | 142 | 292 | 150 | 142 |
Profitability (%) | 39.1667 | 37.5 | 40.8333 | 39.1667 | 37.5 | 40.8333 |
Ratio Avg Win / Avg Loss | 2.2288 | 2.5855 | 1.9351 | 2.1507 | 2.8099 | 1.6676 |
Largest Winning Trade | 76708 | 76708 | 42061 | 552194 | 552194 | 406898 |
Largest Losing Trade | -29848 | -17869 | -29848 | -333685 | -172293 | -333685 |
Avg Bars in Trades | 41 | 40 | 43 | 41 | 40 | 43 |
Avg Bars in Winners | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 20072 | 9708 | 10364 | 20072 | 9708 | 10364 |
Profit Streak | 8.7861 | 28.0361 | 0 | 8.7861 | 28.0361 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361163 | 254902 | -17972 | 306862 | 279720 | -119342 |
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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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