Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292408.3937 | 329844.1769 | -37435.7833 | -28713.2859 | 565229.6101 | -593942.896 |
Total P&L (%) | 292.4084 | 329.8442 | -37.4358 | -28.7133 | 565.2296 | -593.9429 |
Avg Daily Profit (%) | 0.1583 | 0.1786 | -0.0203 | -0.0183 | 0.1026 | 0 |
Buy And Hold Return (%) | 29.7055 | 29.7055 | 29.7055 | 29.7055 | 29.7055 | 29.7055 |
Max Trade Drawdown | -195429 | -178352 | -188649 | -953262 | -458512 | -727921 |
Profit Factor | 1.2399 | 1.5283 | 0.937 | 0.9887 | 1.4776 | 0.5627 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 145 | 71 | 74 | 145 | 71 | 74 |
Losing Trades | 155 | 79 | 76 | 155 | 79 | 76 |
Profitability (%) | 48.3333 | 47.3333 | 49.3333 | 48.3333 | 47.3333 | 49.3333 |
Ratio Avg Win / Avg Loss | 1.3254 | 1.7005 | 0.9624 | 1.0569 | 1.6441 | 0.5779 |
Largest Winning Trade | 125130 | 125130 | 29703 | 544437 | 544437 | 84158 |
Largest Losing Trade | -49326 | -33180 | -49326 | -250649 | -125370 | -250649 |
Avg Bars in Trades | 72 | 72 | 71 | 72 | 72 | 71 |
Avg Bars in Winners | 76 | 76 | 77 | 76 | 76 | 77 |
Avg Bars in Losers | 68 | 69 | 66 | 68 | 69 | 66 |
Bars Traded | 21698 | 10940 | 10758 | 21698 | 10940 | 10758 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 284478 | 331984 | -580806 | -578190 | -54055 | -580806 |
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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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