Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306923.4784 | 103198.5753 | 203724.9032 | 155949.7762 | 7053.7255 | 148896.0507 |
Total P&L (%) | 306.9235 | 103.1986 | 203.7249 | 155.9498 | 7.0537 | 148.8961 |
Avg Daily Profit (%) | 0.2062 | 0.0693 | 0.1369 | 0.0632 | 0.0046 | 0.0613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193950 | -109068 | -163744 | -434964 | -264257 | -425361 |
Profit Factor | 1.2754 | 1.1964 | 1.3459 | 1.0709 | 1.0068 | 1.1276 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 168 | 78 | 90 | 168 | 78 | 90 |
Losing Trades | 132 | 72 | 60 | 132 | 72 | 60 |
Profitability (%) | 56 | 52 | 60 | 56 | 52 | 60 |
Ratio Avg Win / Avg Loss | 1.0021 | 1.1044 | 0.8973 | 0.8414 | 0.9294 | 0.7517 |
Largest Winning Trade | 73417 | 73417 | 43444 | 139151 | 139151 | 115181 |
Largest Losing Trade | -34931 | -29527 | -34931 | -129855 | -88020 | -129855 |
Avg Bars in Trades | 19 | 16 | 22 | 19 | 16 | 22 |
Avg Bars in Winners | 15 | 12 | 17 | 15 | 12 | 17 |
Avg Bars in Losers | 25 | 20 | 30 | 25 | 20 | 30 |
Bars Traded | 5894 | 2463 | 3431 | 5894 | 2463 | 3431 |
Profit Streak | 0 | 46.8748 | 0 | 0 | 46.8748 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368370 | -103055 | -9785 | -250141 | -565397 | -191115 |
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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) |
---|