Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312239.3996 | 170136.6518 | 142102.7479 | -8773.7101 | -85477.971 | 76704.2608 |
Total P&L (%) | 312.2394 | 170.1367 | 142.1027 | -8.7737 | -85.478 | 76.7043 |
Avg Daily Profit (%) | 0.188 | 0.1024 | 0.0856 | -0.0055 | -0.1161 | 0.0343 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113659 | -107666 | -81442 | -290434 | -309272 | -137592 |
Profit Factor | 1.2761 | 1.2672 | 1.2876 | 0.9951 | 0.9201 | 1.1053 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 108 | 51 | 57 | 108 | 51 | 57 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 51.4286 | 48.5714 | 54.2857 | 51.4286 | 48.5714 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.2052 | 1.3418 | 1.0843 | 0.9398 | 0.9742 | 0.9308 |
Largest Winning Trade | 115772 | 115772 | 53942 | 144049 | 144049 | 68829 |
Largest Losing Trade | -44299 | -39682 | -44299 | -112220 | -96787 | -112220 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4622 | 2311 | 2311 | 4622 | 2311 | 2311 |
Profit Streak | 19.5692 | 26.9026 | 19.5692 | 19.5692 | 26.9026 | 19.5692 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363010 | -56360 | -77611 | -578150 | -580789 | -252293 |
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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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