Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449765.7071 | 139606.7486 | 310158.9584 | 660001.4446 | 209174.184 | 450827.2606 |
Total P&L (%) | 449.7657 | 139.6067 | 310.159 | 660.0014 | 209.1742 | 450.8273 |
Avg Daily Profit (%) | 0.279 | 0.0866 | 0.1924 | 0.1259 | 0.07 | 0.1059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138329 | -110321 | -95960 | -2481113 | -1624735 | -1537124 |
Profit Factor | 1.3014 | 1.1705 | 1.4604 | 1.0517 | 1.0324 | 1.0713 |
Total Trades | 500 | 250 | 250 | 500 | 250 | 250 |
Winning Trades | 275 | 136 | 139 | 275 | 136 | 139 |
Losing Trades | 225 | 114 | 111 | 225 | 114 | 111 |
Profitability (%) | 55 | 54.4 | 55.6 | 55 | 54.4 | 55.6 |
Ratio Avg Win / Avg Loss | 1.0647 | 0.9812 | 1.1662 | 0.8605 | 0.8654 | 0.8555 |
Largest Winning Trade | 45852 | 37400 | 45852 | 460557 | 428063 | 460557 |
Largest Losing Trade | -52173 | -28621 | -52173 | -616442 | -616442 | -475960 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 11 | 10 | 11 | 11 | 10 | 11 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 6430 | 3233 | 3197 | 6430 | 3233 | 3197 |
Profit Streak | 9.6523 | 15.4023 | 0 | 9.6523 | 15.4023 | 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 | 453307 | -109310 | 373532 | -185719 | -283268 | -193683 |
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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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