Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107504.6032 | 81269.2229 | 26235.3803 | 88329.0009 | 86833.5031 | 1495.4978 |
Total P&L (%) | 107.5046 | 81.2692 | 26.2354 | 88.329 | 86.8335 | 1.4955 |
Avg Daily Profit (%) | 0.4128 | 0.3121 | 0.1007 | 0.2434 | 0.2403 | 0.0057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63311 | -32912 | -78903 | -167115 | -74829 | -164155 |
Profit Factor | 1.2277 | 1.3748 | 1.1028 | 1.0954 | 1.1996 | 1.003 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 217 | 110 | 107 | 217 | 110 | 107 |
Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Profitability (%) | 72.3333 | 73.3333 | 71.3333 | 72.3333 | 73.3333 | 71.3333 |
Ratio Avg Win / Avg Loss | 0.4696 | 0.4999 | 0.4432 | 0.419 | 0.4362 | 0.4031 |
Largest Winning Trade | 11776 | 10030 | 11776 | 21905 | 21905 | 18390 |
Largest Losing Trade | -37487 | -17351 | -37487 | -68336 | -41637 | -68336 |
Avg Bars in Trades | 82 | 77 | 87 | 82 | 77 | 87 |
Avg Bars in Winners | 48 | 45 | 51 | 48 | 45 | 51 |
Avg Bars in Losers | 171 | 165 | 176 | 171 | 165 | 176 |
Bars Traded | 24689 | 11623 | 13066 | 24689 | 11623 | 13066 |
Profit Streak | 3.8397 | 3.8397 | 7.5168 | 3.8397 | 3.8397 | 7.5168 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397246 | 338539 | -167890 | -105684 | 261362 | -566664 |
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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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