Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268931.3552 | 199020.3618 | 69910.9934 | 586225.2751 | 429842.2218 | 156383.0533 |
Total P&L (%) | 268.9314 | 199.0204 | 69.911 | 586.2253 | 429.8422 | 156.3831 |
Avg Daily Profit (%) | 0.5164 | 0.3821 | 0.1342 | 0.3705 | 0.3207 | 0.1809 |
Buy And Hold Return (%) | 76.0766 | 76.0766 | 76.0766 | 76.0766 | 76.0766 | 76.0766 |
Max Trade Drawdown | -58758 | -62768 | -33881 | -296147 | -293166 | -236225 |
Profit Factor | 1.4946 | 1.7593 | 1.2483 | 1.2797 | 1.4261 | 1.1438 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Losing Trades | 172 | 87 | 85 | 172 | 87 | 85 |
Profitability (%) | 42.6667 | 42 | 43.3333 | 42.6667 | 42 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.0084 | 2.4295 | 1.6324 | 1.7195 | 1.9694 | 1.4957 |
Largest Winning Trade | 81150 | 81150 | 16505 | 145630 | 145630 | 107081 |
Largest Losing Trade | -14009 | -11658 | -14009 | -109413 | -61036 | -109413 |
Avg Bars in Trades | 82 | 85 | 78 | 82 | 85 | 78 |
Avg Bars in Winners | 117 | 117 | 118 | 117 | 117 | 118 |
Avg Bars in Losers | 56 | 63 | 48 | 56 | 63 | 48 |
Bars Traded | 24699 | 12899 | 11800 | 24699 | 12899 | 11800 |
Profit Streak | 0 | 10.4959 | 0 | 0 | 10.4959 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 295998 | 257276 | -181662 | 313699 | 280934 | -64340 |
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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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