Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215794.8796 | 153675.823 | 62119.0566 | -22414.4253 | -44082.4967 | 21668.0714 |
Total P&L (%) | 215.7949 | 153.6758 | 62.1191 | -22.4144 | -44.0825 | 21.6681 |
Avg Daily Profit (%) | 0.1589 | 0.1132 | 0.0458 | -0.0187 | -0.0428 | 0.0144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127702 | -132411 | -38363 | -212531 | -216274 | -37901 |
Profit Factor | 1.241 | 1.208 | 1.3964 | 0.9716 | 0.9335 | 1.1733 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 54.9107 | 56.25 | 53.5714 | 54.9107 | 56.25 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.019 | 0.9396 | 1.2102 | 0.7978 | 0.7261 | 1.0169 |
Largest Winning Trade | 48385 | 48385 | 9504 | 61892 | 61892 | 7906 |
Largest Losing Trade | -57239 | -57239 | -8943 | -92894 | -92894 | -7565 |
Avg Bars in Trades | 24 | 45 | 2 | 24 | 45 | 2 |
Avg Bars in Winners | 16 | 29 | 2 | 16 | 29 | 2 |
Avg Bars in Losers | 33 | 65 | 2 | 33 | 65 | 2 |
Bars Traded | 5384 | 5085 | 299 | 5384 | 5085 | 299 |
Profit Streak | 14.2657 | 14.2657 | 15.2657 | 14.2657 | 14.2657 | 15.2657 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380666 | -42891 | -130101 | -577197 | -579630 | -207657 |
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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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