Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295448.1807 | 118759.2987 | 176688.8819 | 15512.5818 | -68192.756 | 83705.3378 |
Total P&L (%) | 295.4482 | 118.7593 | 176.6889 | 15.5126 | -68.1928 | 83.7053 |
Avg Daily Profit (%) | 0.2006 | 0.0806 | 0.12 | 0.0098 | -0.0777 | 0.0413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -309923 | -225125 | -131412 | -297770 | -168671 | -150192 |
Profit Factor | 1.2658 | 1.2023 | 1.337 | 1.0222 | 0.813 | 1.25 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
Losing Trades | 104 | 58 | 46 | 104 | 58 | 46 |
Profitability (%) | 52.7273 | 47.2727 | 58.1818 | 52.7273 | 47.2727 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.1349 | 1.341 | 0.961 | 0.9164 | 0.9069 | 0.8984 |
Largest Winning Trade | 98562 | 98562 | 37031 | 78721 | 38001 | 78721 |
Largest Losing Trade | -52692 | -52692 | -44753 | -132428 | -70020 | -132428 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 2797 | 1399 | 1398 | 2797 | 1399 | 1398 |
Profit Streak | 19.802 | 38.802 | 19.802 | 19.802 | 38.802 | 19.802 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372554 | -85877 | -32593 | -384586 | -580834 | -138000 |
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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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