Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665910.4502 | 514575.7873 | 151334.6629 | 2563802.7156 | 2319468.0842 | 244334.6314 |
Total P&L (%) | 665.9105 | 514.5758 | 151.3347 | 2563.8027 | 2319.4681 | 244.3346 |
Avg Daily Profit (%) | 0.3196 | 0.247 | 0.0726 | 0.1577 | 0.1531 | 0.0594 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96387 | -68665 | -125056 | -2184392 | -1276277 | -1263051 |
Profit Factor | 1.69 | 2.0071 | 1.3333 | 1.2735 | 1.4991 | 1.0517 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 43 | 40 | 46 | 43 | 40 | 46 |
Ratio Avg Win / Avg Loss | 2.2403 | 3.0106 | 1.5652 | 1.6881 | 2.2486 | 1.2346 |
Largest Winning Trade | 135751 | 135751 | 38047 | 1243063 | 1243063 | 582340 |
Largest Losing Trade | -39801 | -34462 | -39801 | -991495 | -604140 | -991495 |
Avg Bars in Trades | 121 | 121 | 121 | 121 | 121 | 121 |
Avg Bars in Winners | 187 | 191 | 184 | 187 | 191 | 184 |
Avg Bars in Losers | 71 | 74 | 68 | 71 | 74 | 68 |
Bars Traded | 24253 | 12113 | 12140 | 24253 | 12113 | 12140 |
Profit Streak | 38.5315 | 44.1148 | 0 | 38.5315 | 44.1148 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400793 | 310711 | -96396 | 272869 | 231323 | -279165 |
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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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