Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592721.2898 | 440690.8711 | 152030.4186 | 504517.8704 | 219228.8926 | 285288.9778 |
Total P&L (%) | 592.7213 | 440.6909 | 152.0304 | 504.5179 | 219.2289 | 285.289 |
Avg Daily Profit (%) | 0.2573 | 0.1913 | 0.066 | 0.0781 | 0.0504 | 0.0586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130107 | -131141 | -101044 | -117831 | -161183 | -94491 |
Profit Factor | 1.8431 | 2.056 | 1.5322 | 1.5753 | 1.4301 | 1.7767 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 46.4286 | 42.8571 | 50 | 46.4286 | 42.8571 | 50 |
Ratio Avg Win / Avg Loss | 2.1267 | 2.7414 | 1.5322 | 1.8176 | 1.9069 | 1.7767 |
Largest Winning Trade | 216443 | 216443 | 58424 | 194834 | 194834 | 89940 |
Largest Losing Trade | -41325 | -41325 | -32744 | -80556 | -47132 | -80556 |
Avg Bars in Trades | 80 | 83 | 77 | 80 | 83 | 77 |
Avg Bars in Winners | 106 | 109 | 103 | 106 | 109 | 103 |
Avg Bars in Losers | 57 | 64 | 50 | 57 | 64 | 50 |
Bars Traded | 9006 | 4678 | 4328 | 9006 | 4678 | 4328 |
Profit Streak | 40.0791 | 40.0791 | 64.0791 | 40.0791 | 40.0791 | 64.0791 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445000 | -170830 | -280861 | -84989 | -305897 | -290008 |
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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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