Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484678.7817 | 288739.9255 | 195938.8562 | 3388709.126 | 2428414.9834 | 960294.1425 |
Total P&L (%) | 484.6788 | 288.7399 | 195.9389 | 3388.7091 | 2428.415 | 960.2941 |
Avg Daily Profit (%) | 0.4653 | 0.2772 | 0.1881 | 0.3416 | 0.3106 | 0.2269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40366 | -62202 | -35018 | -1097838 | -837960 | -845509 |
Profit Factor | 2.0652 | 2.0277 | 2.1258 | 1.6299 | 1.8067 | 1.4053 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 44 | 41 | 47 | 44 | 41 | 47 |
Ratio Avg Win / Avg Loss | 2.6285 | 2.918 | 2.3972 | 2.0745 | 2.5999 | 1.5848 |
Largest Winning Trade | 81971 | 81971 | 29374 | 1092452 | 1092452 | 662568 |
Largest Losing Trade | -18105 | -18105 | -13143 | -394887 | -394887 | -267507 |
Avg Bars in Trades | 123 | 150 | 97 | 123 | 150 | 97 |
Avg Bars in Winners | 188 | 238 | 144 | 188 | 238 | 144 |
Avg Bars in Losers | 73 | 88 | 56 | 73 | 88 | 56 |
Bars Traded | 24780 | 15001 | 9779 | 24780 | 15001 | 9779 |
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 | 451021 | 300490 | 363892 | 397716 | 310406 | 311484 |
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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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