Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842393.7413 | 683212.1984 | 159181.5429 | 7201914.9409 | 2216044.9111 | 4985870.0297 |
Total P&L (%) | 842.3937 | 683.2122 | 159.1815 | 7201.9149 | 2216.0449 | 4985.87 |
Avg Daily Profit (%) | 0.5206 | 0.4223 | 0.0984 | 0.2655 | 0.1944 | 0.2431 |
Buy And Hold Return (%) | 26.7373 | 26.7373 | 26.7373 | 26.7373 | 26.7373 | 26.7373 |
Max Trade Drawdown | -120248 | -89519 | -197862 | -2434780 | -3031177 | -1204788 |
Profit Factor | 1.7813 | 2.4193 | 1.2667 | 1.6762 | 1.3736 | 2.0565 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 133 | 64 | 69 | 133 | 64 | 69 |
Losing Trades | 167 | 86 | 81 | 167 | 86 | 81 |
Profitability (%) | 44.3333 | 42.6667 | 46 | 44.3333 | 42.6667 | 46 |
Ratio Avg Win / Avg Loss | 2.2367 | 3.251 | 1.487 | 2.1047 | 1.8458 | 2.4142 |
Largest Winning Trade | 190577 | 190577 | 79555 | 2427753 | 2427753 | 1673578 |
Largest Losing Trade | -65453 | -25006 | -65453 | -2434780 | -2434780 | -621329 |
Avg Bars in Trades | 63 | 46 | 80 | 63 | 46 | 80 |
Avg Bars in Winners | 86 | 61 | 109 | 86 | 61 | 109 |
Avg Bars in Losers | 45 | 35 | 56 | 45 | 35 | 56 |
Bars Traded | 19174 | 7041 | 12133 | 19174 | 7041 | 12133 |
Profit Streak | 0 | 0 | 505.4134 | 0 | 0 | 505.4134 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486784 | 429319 | -63188 | 400986 | 252479 | 416694 |
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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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