Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569092.0944 | 297746.0637 | 271346.0307 | 1439415.3066 | 703565.891 | 735849.4156 |
Total P&L (%) | 569.0921 | 297.7461 | 271.346 | 1439.4153 | 703.5659 | 735.8494 |
Avg Daily Profit (%) | 0.313 | 0.1637 | 0.1492 | 0.1505 | 0.1147 | 0.1168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94473 | -63960 | -93638 | -1625420 | -819843 | -1404946 |
Profit Factor | 1.6512 | 1.701 | 1.6042 | 1.1816 | 1.1949 | 1.1704 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 43.1818 | 39.0909 | 47.2727 | 43.1818 | 39.0909 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.1727 | 2.6504 | 1.7893 | 1.5547 | 1.8619 | 1.3055 |
Largest Winning Trade | 95652 | 95652 | 52476 | 607062 | 607062 | 373624 |
Largest Losing Trade | -68818 | -29096 | -68818 | -488156 | -296387 | -488156 |
Avg Bars in Trades | 48 | 50 | 46 | 48 | 50 | 46 |
Avg Bars in Winners | 71 | 77 | 66 | 71 | 77 | 66 |
Avg Bars in Losers | 31 | 33 | 29 | 31 | 33 | 29 |
Bars Traded | 10712 | 5566 | 5146 | 10712 | 5566 | 5146 |
Profit Streak | 37.7879 | 43.6213 | 37.7879 | 37.7879 | 43.6213 | 37.7879 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418299 | 237013 | 303255 | -12580 | -48446 | -70452 |
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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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