Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179831.6185 | 122463.3311 | 57368.2874 | 179509.7789 | 189086.438 | -9576.6591 |
Total P&L (%) | 179.8316 | 122.4633 | 57.3683 | 179.5098 | 189.0864 | -9.5767 |
Avg Daily Profit (%) | 0.1955 | 0.1331 | 0.0624 | 0.1118 | 0.1154 | -0.0109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106624 | -31348 | -100025 | -308827 | -101735 | -302568 |
Profit Factor | 1.3456 | 1.6256 | 1.1767 | 1.1536 | 1.4352 | 0.987 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Profitability (%) | 49.7797 | 50.4425 | 49.1228 | 49.7797 | 50.4425 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.3575 | 1.5971 | 1.2188 | 1.1638 | 1.41 | 1.0222 |
Largest Winning Trade | 32241 | 32241 | 28371 | 75625 | 75625 | 49729 |
Largest Losing Trade | -38046 | -16765 | -38046 | -85332 | -55308 | -85332 |
Avg Bars in Trades | 94 | 94 | 95 | 94 | 94 | 95 |
Avg Bars in Winners | 116 | 111 | 121 | 116 | 111 | 121 |
Avg Bars in Losers | 73 | 77 | 70 | 73 | 77 | 70 |
Bars Traded | 21556 | 10669 | 10887 | 21556 | 10669 | 10887 |
Profit Streak | 144.8166 | 146.3583 | 144.8166 | 144.8166 | 146.3583 | 144.8166 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360321 | -11884 | -136647 | -93288 | -37595 | -579131 |
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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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