Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243544.5461 | 120646.6484 | 122897.8976 | 623371.0492 | 215265.0626 | 408105.9866 |
Total P&L (%) | 243.5445 | 120.6466 | 122.8979 | 623.371 | 215.2651 | 408.106 |
Avg Daily Profit (%) | 0.3678 | 0.1822 | 0.1856 | 0.2993 | 0.1736 | 0.2458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36729 | -42916 | -22223 | -296853 | -295675 | -155991 |
Profit Factor | 1.7306 | 1.7022 | 1.7607 | 1.5067 | 1.3212 | 1.7286 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 48 | 47 | 49 | 48 | 47 | 49 |
Ratio Avg Win / Avg Loss | 1.8748 | 1.9195 | 1.8325 | 1.6322 | 1.4899 | 1.7991 |
Largest Winning Trade | 33526 | 33526 | 26292 | 164671 | 164671 | 132886 |
Largest Losing Trade | -13189 | -11061 | -13189 | -90629 | -67145 | -90629 |
Avg Bars in Trades | 76 | 73 | 79 | 76 | 73 | 79 |
Avg Bars in Winners | 90 | 85 | 95 | 90 | 85 | 95 |
Avg Bars in Losers | 63 | 63 | 63 | 63 | 63 | 63 |
Bars Traded | 15297 | 7388 | 7909 | 15297 | 7388 | 7909 |
Profit Streak | 0 | 0 | 413.2118 | 0 | 0 | 413.2118 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449453 | 328322 | 382503 | 413765 | 217226 | 398795 |
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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) |
---|