Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758176.8546 | 446913.8593 | 311262.9954 | 15363118.6445 | 12847496.125 | 2515622.5196 |
Total P&L (%) | 758.1769 | 446.9139 | 311.263 | 15363.1186 | 12847.4961 | 2515.6225 |
Avg Daily Profit (%) | 0.4505 | 0.2656 | 0.185 | 0.3 | 0.2894 | 0.1942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59863 | -60477 | -48279 | -7147731 | -4410887 | -5298157 |
Profit Factor | 1.8503 | 1.9977 | 1.7015 | 1.4941 | 1.9194 | 1.147 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 171 | 87 | 84 | 171 | 87 | 84 |
Profitability (%) | 43 | 42 | 44 | 43 | 42 | 44 |
Ratio Avg Win / Avg Loss | 2.4527 | 2.7587 | 2.1656 | 1.9806 | 2.6506 | 1.4598 |
Largest Winning Trade | 80711 | 80711 | 56369 | 5639744 | 5639744 | 3986782 |
Largest Losing Trade | -39577 | -20811 | -39577 | -2311920 | -2311920 | -2226704 |
Avg Bars in Trades | 66 | 67 | 64 | 66 | 67 | 64 |
Avg Bars in Winners | 97 | 98 | 96 | 97 | 98 | 96 |
Avg Bars in Losers | 42 | 45 | 39 | 42 | 45 | 39 |
Bars Traded | 19862 | 10149 | 9714 | 19862 | 10149 | 9714 |
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 | 451339 | 327482 | 310102 | 364341 | 344384 | -52986 |
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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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