Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355222.4847 | 197040.2655 | 158182.2192 | 49124.9884 | -175552.7337 | 224677.7221 |
Total P&L (%) | 355.2225 | 197.0403 | 158.1822 | 49.125 | -175.5527 | 224.6777 |
Avg Daily Profit (%) | 0.2146 | 0.1191 | 0.0956 | 0.0241 | 0 | 0.0712 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119667 | -134813 | -97053 | -986681 | -842214 | -517184 |
Profit Factor | 1.3075 | 1.3153 | 1.2984 | 1.0094 | 0.9369 | 1.0929 |
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 | 1.2612 | 1.4923 | 1.0643 | 0.9737 | 1.063 | 0.8958 |
Largest Winning Trade | 161695 | 161695 | 42731 | 285872 | 284182 | 285872 |
Largest Losing Trade | -51299 | -35183 | -51299 | -304650 | -212652 | -304650 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3134 | 1583 | 1551 | 3134 | 1583 | 1551 |
Profit Streak | 15.396 | 22.396 | 0 | 15.396 | 22.396 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360548 | -34544 | -64633 | -371681 | -579770 | -217250 |
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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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