Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761856.3403 | 618544.0641 | 143312.2762 | 1416505.0996 | 970440.7259 | 446064.3737 |
Total P&L (%) | 761.8563 | 618.5441 | 143.3123 | 1416.5051 | 970.4407 | 446.0644 |
Avg Daily Profit (%) | 0.3159 | 0.2564 | 0.0594 | 0.1128 | 0.0983 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145380 | -120274 | -139348 | -1645128 | -1334156 | -1134443 |
Profit Factor | 1.4829 | 1.7705 | 1.185 | 1.1087 | 1.1404 | 1.0728 |
Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
Winning Trades | 155 | 75 | 80 | 155 | 75 | 80 |
Losing Trades | 295 | 150 | 145 | 295 | 150 | 145 |
Profitability (%) | 34.4444 | 33.3333 | 35.5556 | 34.4444 | 33.3333 | 35.5556 |
Ratio Avg Win / Avg Loss | 2.8223 | 3.5409 | 2.1477 | 2.11 | 2.2808 | 1.9445 |
Largest Winning Trade | 288406 | 288406 | 48032 | 1173033 | 1173033 | 568636 |
Largest Losing Trade | -32433 | -32433 | -23640 | -486096 | -486096 | -247890 |
Avg Bars in Trades | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Winners | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 7114 | 3800 | 3314 | 7114 | 3800 | 3314 |
Profit Streak | 9.2541 | 23.2541 | 0 | 9.2541 | 23.2541 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309162 | 263942 | -134268 | -144651 | -130826 | -242940 |
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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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