Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632764.7986 | 565269.5922 | 67495.2064 | -583728.2199 | -786500.4465 | 202772.2266 |
Total P&L (%) | 632.7648 | 565.2696 | 67.4952 | -583.7282 | -786.5004 | 202.7722 |
Avg Daily Profit (%) | 0.3037 | 0.2713 | 0.0324 | 0 | 0 | 0.0532 |
Buy And Hold Return (%) | 32.2963 | 32.2963 | 32.2963 | 32.2963 | 32.2963 | 32.2963 |
Max Trade Drawdown | -196152 | -87848 | -148743 | -2275791 | -1565867 | -1654017 |
Profit Factor | 1.4342 | 1.8641 | 1.084 | 0.9385 | 0.8281 | 1.0413 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 207 | 95 | 112 | 196 | 106 | 90 |
Losing Trades | 193 | 105 | 88 | 204 | 94 | 110 |
Profitability (%) | 51.75 | 47.5 | 56 | 49 | 53 | 45 |
Ratio Avg Win / Avg Loss | 1.3372 | 2.0603 | 0.8517 | 0.9768 | 0.7344 | 1.2727 |
Largest Winning Trade | 247639 | 247639 | 56320 | 1139993 | 300201 | 1139993 |
Largest Losing Trade | -118295 | -25532 | -118295 | -520349 | -520349 | -480700 |
Avg Bars in Trades | 62 | 65 | 58 | 62 | 65 | 58 |
Avg Bars in Winners | 69 | 73 | 65 | 60 | 63 | 58 |
Avg Bars in Losers | 54 | 57 | 50 | 63 | 67 | 59 |
Bars Traded | 24831 | 13052 | 11779 | 24831 | 13052 | 11779 |
Profit Streak | 19.7365 | 19.7365 | 49.9032 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491887 | 459704 | -282901 | -579075 | -579897 | -298928 |
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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) |
---|