Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543901.8954 | 408496.2834 | 135405.6121 | 1119264.3272 | 502891.0309 | 616373.2963 |
Total P&L (%) | 543.9019 | 408.4963 | 135.4056 | 1119.2643 | 502.891 | 616.3733 |
Avg Daily Profit (%) | 0.2473 | 0.1858 | 0.0616 | 0.1138 | 0.0817 | 0.0896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96016 | -73368 | -64446 | -1381958 | -910172 | -693998 |
Profit Factor | 1.5446 | 1.886 | 1.2519 | 1.1303 | 1.1144 | 1.1471 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Profitability (%) | 46.6667 | 47.619 | 45.7143 | 46.6667 | 47.619 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.7653 | 2.0746 | 1.4866 | 1.2918 | 1.2258 | 1.3622 |
Largest Winning Trade | 130398 | 130398 | 54188 | 584144 | 422619 | 584144 |
Largest Losing Trade | -33232 | -22214 | -33232 | -436692 | -422692 | -436692 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Losers | 16 | 18 | 15 | 16 | 18 | 15 |
Bars Traded | 4295 | 2172 | 2123 | 4295 | 2172 | 2123 |
Profit Streak | 4.7037 | 5.2037 | 0 | 4.7037 | 5.2037 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419444 | 391312 | -112578 | -117298 | -178316 | -133356 |
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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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