Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857342.2887 | 759463.9257 | 97878.363 | 2391797.7751 | 1765845.4844 | 625952.2906 |
Total P&L (%) | 857.3423 | 759.4639 | 97.8784 | 2391.7978 | 1765.8455 | 625.9523 |
Avg Daily Profit (%) | 0.3431 | 0.3039 | 0.0392 | 0.1287 | 0.1172 | 0.0794 |
Buy And Hold Return (%) | 210.8097 | 210.8097 | 210.8097 | 210.8097 | 210.8097 | 210.8097 |
Max Trade Drawdown | -94984 | -99770 | -65760 | -755179 | -702556 | -375515 |
Profit Factor | 1.7016 | 2.0867 | 1.1871 | 1.4212 | 1.5363 | 1.2624 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 174 | 79 | 95 | 174 | 79 | 95 |
Losing Trades | 226 | 121 | 105 | 226 | 121 | 105 |
Profitability (%) | 43.5 | 39.5 | 47.5 | 43.5 | 39.5 | 47.5 |
Ratio Avg Win / Avg Loss | 2.2101 | 3.1961 | 1.3121 | 1.8459 | 2.353 | 1.3953 |
Largest Winning Trade | 424172 | 424172 | 42349 | 1081816 | 1081816 | 279011 |
Largest Losing Trade | -50609 | -27446 | -50609 | -322625 | -243069 | -322625 |
Avg Bars in Trades | 36 | 39 | 34 | 36 | 39 | 34 |
Avg Bars in Winners | 49 | 58 | 43 | 49 | 58 | 43 |
Avg Bars in Losers | 26 | 27 | 26 | 26 | 27 | 26 |
Bars Traded | 14716 | 7888 | 6828 | 14716 | 7888 | 6828 |
Profit Streak | 27.5415 | 27.5415 | 120.7082 | 27.5415 | 27.5415 | 120.7082 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392299 | 261604 | -320099 | -18213 | -36589 | -88898 |
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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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