Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199121.8563 | 93025.0103 | 106096.846 | 220873.2901 | 140736.7443 | 80136.5458 |
Total P&L (%) | 199.1219 | 93.025 | 106.0968 | 220.8733 | 140.7367 | 80.1365 |
Avg Daily Profit (%) | 0.2173 | 0.1015 | 0.1158 | 0.1273 | 0.0959 | 0.0643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71738 | -46160 | -67053 | -247195 | -128728 | -147970 |
Profit Factor | 1.3277 | 1.3048 | 1.3509 | 1.1867 | 1.2353 | 1.137 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Profitability (%) | 42.2727 | 40 | 44.5455 | 42.2727 | 40 | 44.5455 |
Ratio Avg Win / Avg Loss | 1.8132 | 1.9572 | 1.6817 | 1.6205 | 1.8529 | 1.4155 |
Largest Winning Trade | 46148 | 46148 | 24774 | 113482 | 113482 | 57377 |
Largest Losing Trade | -16201 | -14866 | -16201 | -66368 | -43048 | -66368 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Losers | 9 | 7 | 11 | 9 | 7 | 11 |
Bars Traded | 3619 | 1740 | 1879 | 3619 | 1740 | 1879 |
Profit Streak | 7.222 | 7.222 | 7.722 | 7.222 | 7.222 | 7.722 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313418 | -59402 | -38335 | -37513 | -67291 | -178358 |
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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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