Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435870.8588 | 170697.17 | 265173.6888 | 1025038.4651 | 134484.2986 | 890554.1665 |
Total P&L (%) | 435.8709 | 170.6972 | 265.1737 | 1025.0385 | 134.4843 | 890.5542 |
Avg Daily Profit (%) | 0.2715 | 0.1063 | 0.1652 | 0.1509 | 0.0531 | 0.143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109990 | -77978 | -85474 | -2227090 | -1359875 | -1117185 |
Profit Factor | 1.4778 | 1.3382 | 1.6506 | 1.1464 | 1.0355 | 1.2775 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 105 | 45 | 60 | 105 | 45 | 60 |
Losing Trades | 136 | 75 | 61 | 136 | 75 | 61 |
Profitability (%) | 43.5685 | 37.5 | 49.5868 | 43.5685 | 37.5 | 49.5868 |
Ratio Avg Win / Avg Loss | 1.9141 | 2.2303 | 1.6781 | 1.4849 | 1.7258 | 1.2988 |
Largest Winning Trade | 94138 | 94138 | 40605 | 464499 | 464499 | 450394 |
Largest Losing Trade | -42052 | -42052 | -22676 | -294855 | -294855 | -265147 |
Avg Bars in Trades | 39 | 40 | 37 | 39 | 40 | 37 |
Avg Bars in Winners | 56 | 59 | 53 | 56 | 59 | 53 |
Avg Bars in Losers | 26 | 29 | 22 | 26 | 29 | 22 |
Bars Traded | 9440 | 4872 | 4568 | 9440 | 4872 | 4568 |
Profit Streak | 37.0859 | 37.0859 | 73.7525 | 37.0859 | 37.0859 | 73.7525 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385510 | -54140 | 413267 | -51621 | -306935 | -801 |
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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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