Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781624.294 | 635568.5114 | 146055.7827 | 1454844.2637 | 374416.9423 | 1080427.3214 |
Total P&L (%) | 781.6243 | 635.5685 | 146.0558 | 1454.8443 | 374.4169 | 1080.4273 |
Avg Daily Profit (%) | 0.3221 | 0.2619 | 0.0602 | 0.1131 | 0.0642 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107556 | -102309 | -191169 | -1886278 | -2010087 | -878620 |
Profit Factor | 1.4316 | 1.7064 | 1.1603 | 1.0923 | 1.0439 | 1.1492 |
Total Trades | 600 | 300 | 300 | 600 | 300 | 300 |
Winning Trades | 210 | 102 | 108 | 210 | 102 | 108 |
Losing Trades | 390 | 198 | 192 | 390 | 198 | 192 |
Profitability (%) | 35 | 34 | 36 | 35 | 34 | 36 |
Ratio Avg Win / Avg Loss | 2.6587 | 3.3124 | 2.0628 | 2.0285 | 2.0264 | 2.0431 |
Largest Winning Trade | 317337 | 317337 | 38925 | 1033794 | 1033794 | 467793 |
Largest Losing Trade | -22952 | -22952 | -20529 | -274813 | -274813 | -237220 |
Avg Bars in Trades | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Winners | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 4834 | 2375 | 2459 | 4834 | 2375 | 2459 |
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 | 311742 | 247289 | -159799 | -161915 | -283312 | -116111 |
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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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