Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105462.459 | 30969.6947 | 74492.7642 | 85002.9955 | -3613.1138 | 88616.1093 |
Total P&L (%) | 105.4625 | 30.9697 | 74.4928 | 85.003 | -3.6131 | 88.6161 |
Avg Daily Profit (%) | 0.2025 | 0.0595 | 0.143 | 0.1182 | -0.0071 | 0.1219 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59552 | -49479 | -31376 | -86986 | -84568 | -69516 |
Profit Factor | 1.2382 | 1.1298 | 1.3649 | 1.1278 | 0.9901 | 1.2946 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 51.6129 | 47.7064 | 55.5556 | 51.6129 | 47.7064 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.1608 | 1.2384 | 1.0919 | 1.0573 | 1.0853 | 1.0357 |
Largest Winning Trade | 24303 | 24303 | 22926 | 38431 | 38431 | 32153 |
Largest Losing Trade | -21513 | -21513 | -13854 | -32197 | -27481 | -32197 |
Avg Bars in Trades | 113 | 116 | 111 | 113 | 116 | 111 |
Avg Bars in Winners | 116 | 117 | 115 | 116 | 117 | 115 |
Avg Bars in Losers | 111 | 115 | 106 | 111 | 115 | 106 |
Bars Traded | 24724 | 12692 | 12032 | 24724 | 12692 | 12032 |
Profit Streak | 6.2361 | 7.4236 | 6.2361 | 6.2361 | 7.4236 | 6.2361 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349437 | -194443 | -1044 | -112791 | -579272 | -29634 |
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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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