Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391845.2921 | 241740.3948 | 150104.8974 | 238226.8985 | 171568.2673 | 66658.6312 |
Total P&L (%) | 391.8453 | 241.7404 | 150.1049 | 238.2269 | 171.5683 | 66.6586 |
Avg Daily Profit (%) | 0.2894 | 0.1785 | 0.1109 | 0.09 | 0.0738 | 0.0377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140193 | -81459 | -139363 | -125878 | -73822 | -109899 |
Profit Factor | 1.3462 | 1.4343 | 1.261 | 1.2604 | 1.4031 | 1.1362 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 187 | 90 | 97 | 187 | 90 | 97 |
Losing Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Profitability (%) | 62.3333 | 60 | 64.6667 | 62.3333 | 60 | 64.6667 |
Ratio Avg Win / Avg Loss | 0.8135 | 0.9562 | 0.689 | 0.7616 | 0.9354 | 0.6208 |
Largest Winning Trade | 65583 | 65583 | 36108 | 95339 | 95339 | 38630 |
Largest Losing Trade | -66162 | -36617 | -66162 | -84748 | -44039 | -84748 |
Avg Bars in Trades | 8 | 8 | 9 | 8 | 8 | 9 |
Avg Bars in Winners | 7 | 6 | 8 | 7 | 6 | 8 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 2696 | 1318 | 1378 | 2696 | 1318 | 1378 |
Profit Streak | 12.8767 | 14.8767 | 12.8767 | 12.8767 | 14.8767 | 12.8767 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418016 | 326431 | -43794 | -70055 | -92950 | -212026 |
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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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