Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418069.4266 | 252815.2815 | 165254.1451 | 669472.3131 | 359309.2413 | 310163.0717 |
Total P&L (%) | 418.0694 | 252.8153 | 165.2541 | 669.4723 | 359.3092 | 310.1631 |
Avg Daily Profit (%) | 0.2212 | 0.1338 | 0.0874 | 0.108 | 0.0807 | 0.0747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138696 | -81008 | -82130 | -565439 | -314809 | -319388 |
Profit Factor | 1.8857 | 2.2974 | 1.5963 | 1.2727 | 1.3345 | 1.2246 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 53.3333 | 48.8889 | 57.7778 | 53.3333 | 48.8889 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.65 | 2.4018 | 1.1665 | 1.1136 | 1.3952 | 0.8949 |
Largest Winning Trade | 122930 | 122930 | 63340 | 316944 | 285160 | 316944 |
Largest Losing Trade | -37946 | -33916 | -37946 | -300534 | -178720 | -300534 |
Avg Bars in Trades | 122 | 121 | 122 | 122 | 121 | 122 |
Avg Bars in Winners | 134 | 134 | 135 | 134 | 134 | 135 |
Avg Bars in Losers | 107 | 110 | 105 | 107 | 110 | 105 |
Bars Traded | 11004 | 5484 | 5520 | 11004 | 5484 | 5520 |
Profit Streak | 36.1092 | 36.1092 | 48.9426 | 36.1092 | 36.1092 | 48.9426 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469620 | -9885 | -72683 | -46765 | -84729 | -93598 |
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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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