Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517923.3038 | 399598.6248 | 118324.6791 | -533.62 | 32020.5954 | -32554.2153 |
Total P&L (%) | 517.9233 | 399.5986 | 118.3247 | -0.5336 | 32.0206 | -32.5542 |
Avg Daily Profit (%) | 0.2737 | 0.2111 | 0.0625 | -0.0003 | 0.0147 | -0.0208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159858 | -131269 | -119273 | -629415 | -434924 | -207074 |
Profit Factor | 1.4012 | 1.6022 | 1.1886 | 0.9997 | 1.0285 | 0.9568 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 49.1304 | 47.8261 | 50.4348 | 49.1304 | 47.8261 | 50.4348 |
Ratio Avg Win / Avg Loss | 1.4508 | 1.7478 | 1.1681 | 1.0351 | 1.122 | 0.9403 |
Largest Winning Trade | 215949 | 215949 | 64729 | 374532 | 374532 | 155738 |
Largest Losing Trade | -79102 | -42638 | -79102 | -113369 | -113369 | -64444 |
Avg Bars in Trades | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Winners | 16 | 16 | 16 | 16 | 16 | 16 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3774 | 1887 | 1887 | 3774 | 1887 | 1887 |
Profit Streak | 23.4044 | 31.9044 | 23.4044 | 23.4044 | 31.9044 | 23.4044 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415722 | 377035 | -121865 | -576933 | -365604 | -580146 |
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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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