Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420605.1033 | 154177.9104 | 266427.1929 | 647677.9974 | 360132.5063 | 287545.4911 |
Total P&L (%) | 420.6051 | 154.1779 | 266.4272 | 647.678 | 360.1325 | 287.5455 |
Avg Daily Profit (%) | 0.2608 | 0.0956 | 0.1652 | 0.1248 | 0.0947 | 0.084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114977 | -54185 | -136889 | -1159422 | -487758 | -1104646 |
Profit Factor | 1.4069 | 1.3169 | 1.487 | 1.0854 | 1.1059 | 1.0687 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 48.1928 | 46.4 | 50 | 48.1928 | 46.4 | 50 |
Ratio Avg Win / Avg Loss | 1.5124 | 1.5212 | 1.487 | 1.1668 | 1.2775 | 1.0687 |
Largest Winning Trade | 48107 | 44092 | 48107 | 253036 | 229414 | 253036 |
Largest Losing Trade | -44586 | -25896 | -44586 | -550749 | -176675 | -550749 |
Avg Bars in Trades | 12 | 10 | 15 | 12 | 10 | 15 |
Avg Bars in Winners | 15 | 11 | 18 | 15 | 11 | 18 |
Avg Bars in Losers | 10 | 8 | 12 | 10 | 8 | 12 |
Bars Traded | 3189 | 1258 | 1931 | 3189 | 1258 | 1931 |
Profit Streak | 18.0772 | 18.0772 | 21.0772 | 18.0772 | 18.0772 | 21.0772 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429579 | -64841 | 329558 | -150681 | -171388 | -225173 |
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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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