Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101302.3907 | 16898.8953 | 84403.4954 | 55342.8612 | -20881.7211 | 76224.5823 |
Total P&L (%) | 101.3024 | 16.8989 | 84.4035 | 55.3429 | -20.8817 | 76.2246 |
Avg Daily Profit (%) | 0.1945 | 0.0324 | 0.1621 | 0.0846 | -0.045 | 0.1088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68243 | -81867 | -60257 | -132938 | -114449 | -103670 |
Profit Factor | 1.2086 | 1.0582 | 1.4326 | 1.0819 | 0.9492 | 1.2887 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 63.5135 | 62.1622 | 64.8649 | 63.5135 | 62.1622 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.6943 | 0.6441 | 0.776 | 0.6215 | 0.5778 | 0.698 |
Largest Winning Trade | 14864 | 14864 | 14836 | 21318 | 18959 | 21318 |
Largest Losing Trade | -32544 | -32544 | -25415 | -53093 | -53093 | -44360 |
Avg Bars in Trades | 110 | 109 | 112 | 110 | 109 | 112 |
Avg Bars in Winners | 72 | 66 | 78 | 72 | 66 | 78 |
Avg Bars in Losers | 177 | 178 | 175 | 177 | 178 | 175 |
Bars Traded | 24617 | 12105 | 12512 | 24617 | 12105 | 12512 |
Profit Streak | 11.6286 | 11.6286 | 14.5453 | 11.6286 | 11.6286 | 14.5453 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336608 | -314844 | 313105 | -209116 | -578940 | -47158 |
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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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