Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338392.3582 | 253250.2049 | 85142.1533 | 20306.0774 | 96937.6338 | -76631.5564 |
Total P&L (%) | 338.3924 | 253.2502 | 85.1422 | 20.3061 | 96.9376 | -76.6316 |
Avg Daily Profit (%) | 0.3326 | 0.2489 | 0.0837 | 0.0182 | 0.0666 | -0.1428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152483 | -118148 | -95114 | -308094 | -120915 | -231839 |
Profit Factor | 1.3207 | 1.4645 | 1.167 | 1.0192 | 1.1884 | 0.8596 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 113 | 52 | 61 | 113 | 52 | 61 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 50.9009 | 46.8468 | 54.955 | 50.9009 | 46.8468 | 54.955 |
Ratio Avg Win / Avg Loss | 1.274 | 1.6616 | 0.9565 | 0.9831 | 1.3484 | 0.7046 |
Largest Winning Trade | 195324 | 195324 | 29420 | 112028 | 112028 | 38709 |
Largest Losing Trade | -53985 | -31195 | -53985 | -189357 | -65176 | -189357 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 17 | 18 | 18 | 17 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 4056 | 2029 | 2027 | 4056 | 2029 | 2027 |
Profit Streak | 11.1233 | 0 | 15.8733 | 11.1233 | 0 | 15.8733 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401760 | 325144 | -118509 | -374191 | -118411 | -579537 |
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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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