Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533795.5259 | 288342.0789 | 245453.447 | 2770831.1667 | 1960527.527 | 810303.6397 |
Total P&L (%) | 533.7955 | 288.3421 | 245.4534 | 2770.8312 | 1960.5275 | 810.3036 |
Avg Daily Profit (%) | 0.3172 | 0.1714 | 0.1459 | 0.1997 | 0.18 | 0.1313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69626 | -50159 | -57142 | -1556450 | -720446 | -1241790 |
Profit Factor | 1.8682 | 1.9904 | 1.7582 | 1.494 | 1.7578 | 1.2682 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 40.5 | 38 | 43 | 40.5 | 38 | 43 |
Ratio Avg Win / Avg Loss | 2.7446 | 3.2475 | 2.3307 | 2.1949 | 2.8679 | 1.6811 |
Largest Winning Trade | 98789 | 98789 | 52839 | 996423 | 996423 | 582774 |
Largest Losing Trade | -33623 | -16967 | -33623 | -478468 | -386961 | -478468 |
Avg Bars in Trades | 32 | 30 | 35 | 32 | 30 | 35 |
Avg Bars in Winners | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Losers | 18 | 16 | 19 | 18 | 16 | 19 |
Bars Traded | 6541 | 3032 | 3509 | 6541 | 3032 | 3509 |
Profit Streak | 33.8445 | 33.8445 | 36.0945 | 33.8445 | 33.8445 | 36.0945 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393549 | 242823 | 91664 | 315447 | 244311 | -18740 |
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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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