Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615744.0293 | 503249.0616 | 112494.9677 | 834533.5116 | 448456.0497 | 386077.4619 |
Total P&L (%) | 615.744 | 503.2491 | 112.495 | 834.5335 | 448.4561 | 386.0775 |
Avg Daily Profit (%) | 0.3461 | 0.2829 | 0.0632 | 0.1257 | 0.0957 | 0.0889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79582 | -58111 | -61002 | -791643 | -702489 | -494119 |
Profit Factor | 1.9095 | 2.6044 | 1.3096 | 1.1879 | 1.2178 | 1.162 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Losing Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Profitability (%) | 43.8053 | 43.3628 | 44.2478 | 43.8053 | 43.3628 | 44.2478 |
Ratio Avg Win / Avg Loss | 2.4495 | 3.4017 | 1.6501 | 1.5238 | 1.5906 | 1.4641 |
Largest Winning Trade | 229208 | 229208 | 70048 | 708548 | 708548 | 637045 |
Largest Losing Trade | -39678 | -21764 | -39678 | -270076 | -190014 | -270076 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 70 | 63 | 77 | 70 | 63 | 77 |
Avg Bars in Losers | 27 | 29 | 25 | 27 | 29 | 25 |
Bars Traded | 10478 | 5003 | 5475 | 10478 | 5003 | 5475 |
Profit Streak | 7.7522 | 7.7522 | 21.0855 | 7.7522 | 7.7522 | 21.0855 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476865 | 415974 | -108262 | -37227 | -66653 | -117608 |
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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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