Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673878.4184 | 543507.4497 | 130370.9687 | 392001.0283 | 287396.3812 | 104604.6471 |
Total P&L (%) | 673.8784 | 543.5075 | 130.371 | 392.001 | 287.3964 | 104.6046 |
Avg Daily Profit (%) | 0.2847 | 0.2296 | 0.0551 | 0.0673 | 0.0572 | 0.0302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113203 | -96629 | -190694 | -368374 | -325082 | -564842 |
Profit Factor | 1.5187 | 1.8219 | 1.2044 | 1.1213 | 1.1711 | 1.0674 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 141 | 62 | 79 | 141 | 62 | 79 |
Losing Trades | 159 | 88 | 71 | 159 | 88 | 71 |
Profitability (%) | 47 | 41.3333 | 52.6667 | 47 | 41.3333 | 52.6667 |
Ratio Avg Win / Avg Loss | 1.7125 | 2.5859 | 1.0824 | 1.2645 | 1.6623 | 0.9593 |
Largest Winning Trade | 201344 | 201344 | 59727 | 242514 | 242514 | 127127 |
Largest Losing Trade | -70379 | -22368 | -70379 | -301538 | -104286 | -301538 |
Avg Bars in Trades | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Winners | 60 | 64 | 57 | 60 | 64 | 57 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 14046 | 7046 | 6998 | 14046 | 7046 | 6998 |
Profit Streak | 1.166 | 0 | 31.9993 | 1.166 | 0 | 31.9993 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320158 | 309862 | -118305 | -192508 | -150803 | -298949 |
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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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