Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507848.3813 | 290689.8767 | 217158.5046 | 1306218.3954 | 498955.2838 | 807263.1115 |
Total P&L (%) | 507.8484 | 290.6899 | 217.1585 | 1306.2184 | 498.9553 | 807.2631 |
Avg Daily Profit (%) | 0.2651 | 0.1518 | 0.1134 | 0.1381 | 0.0935 | 0.1152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126443 | -115969 | -85312 | -2178382 | -1996861 | -820925 |
Profit Factor | 1.5518 | 1.551 | 1.5529 | 1.1416 | 1.0871 | 1.2308 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 61.5 | 60 | 63 | 61.5 | 60 | 63 |
Ratio Avg Win / Avg Loss | 0.9715 | 1.034 | 0.912 | 0.7146 | 0.7247 | 0.7228 |
Largest Winning Trade | 32501 | 32501 | 30178 | 314961 | 314961 | 230970 |
Largest Losing Trade | -54877 | -54877 | -40518 | -697775 | -697775 | -328842 |
Avg Bars in Trades | 27 | 33 | 21 | 27 | 33 | 21 |
Avg Bars in Winners | 15 | 12 | 18 | 15 | 12 | 18 |
Avg Bars in Losers | 47 | 66 | 27 | 47 | 66 | 27 |
Bars Traded | 5570 | 3377 | 2193 | 5570 | 3377 | 2193 |
Profit Streak | 8.6308 | 59.6308 | 8.6308 | 8.6308 | 59.6308 | 8.6308 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466650 | 412226 | -38874 | -70300 | -191903 | -37993 |
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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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