Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 982010.6482 | 814220.165 | 167790.4833 | 15650655.0395 | 11164105.723 | 4486549.3165 |
Total P&L (%) | 982.0106 | 814.2202 | 167.7905 | 15650.655 | 11164.1057 | 4486.5493 |
Avg Daily Profit (%) | 0.4714 | 0.3908 | 0.0805 | 0.2432 | 0.227 | 0.1838 |
Buy And Hold Return (%) | 359.3814 | 359.3814 | 359.3814 | 359.3814 | 359.3814 | 359.3814 |
Max Trade Drawdown | -168510 | -116410 | -78734 | -2280199 | -2079282 | -1092022 |
Profit Factor | 1.9064 | 2.4772 | 1.3153 | 1.9675 | 2.1732 | 1.6737 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 168 | 72 | 96 | 168 | 72 | 96 |
Losing Trades | 232 | 128 | 104 | 232 | 128 | 104 |
Profitability (%) | 42 | 36 | 48 | 42 | 36 | 48 |
Ratio Avg Win / Avg Loss | 2.6327 | 4.4039 | 1.4249 | 2.7171 | 3.8634 | 1.8132 |
Largest Winning Trade | 376596 | 376596 | 35465 | 6607369 | 6607369 | 1016927 |
Largest Losing Trade | -24193 | -24193 | -23629 | -1280983 | -1280983 | -471230 |
Avg Bars in Trades | 61 | 62 | 60 | 61 | 62 | 60 |
Avg Bars in Winners | 95 | 98 | 92 | 95 | 98 | 92 |
Avg Bars in Losers | 37 | 42 | 31 | 37 | 42 | 31 |
Bars Traded | 24711 | 12590 | 12121 | 24711 | 12590 | 12121 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345876 | 155477 | -251306 | 400462 | 268205 | 388209 |
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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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