Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579640.2176 | 477710.9544 | 101929.2632 | 454309.0384 | 115409.2827 | 338899.7557 |
Total P&L (%) | 579.6402 | 477.711 | 101.9293 | 454.309 | 115.4093 | 338.8998 |
Avg Daily Profit (%) | 0.2318 | 0.191 | 0.0408 | 0.0685 | 0.0307 | 0.0592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135312 | -92247 | -126249 | -438563 | -328168 | -240236 |
Profit Factor | 1.8785 | 2.5673 | 1.2871 | 1.2608 | 1.1269 | 1.4071 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 48.5915 | 40.8451 | 56.338 | 48.5915 | 40.8451 | 56.338 |
Ratio Avg Win / Avg Loss | 1.9874 | 3.7182 | 0.9975 | 1.3339 | 1.632 | 1.0905 |
Largest Winning Trade | 404048 | 404048 | 62177 | 311496 | 311496 | 194553 |
Largest Losing Trade | -40090 | -28657 | -40090 | -152370 | -117410 | -152370 |
Avg Bars in Trades | 34 | 24 | 44 | 34 | 24 | 44 |
Avg Bars in Winners | 46 | 39 | 52 | 46 | 39 | 52 |
Avg Bars in Losers | 22 | 14 | 33 | 22 | 14 | 33 |
Bars Traded | 4882 | 1756 | 3127 | 4882 | 1756 | 3127 |
Profit Streak | 8.2989 | 8.2989 | 13.2989 | 8.2989 | 8.2989 | 13.2989 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461869 | -77128 | -225381 | -100676 | -321328 | -198444 |
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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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