Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541318.0381 | 408047.8165 | 133270.2216 | 509346.7276 | 376957.4319 | 132389.2956 |
Total P&L (%) | 541.318 | 408.0478 | 133.2702 | 509.3467 | 376.9574 | 132.3893 |
Avg Daily Profit (%) | 0.2351 | 0.1772 | 0.0579 | 0.0785 | 0.0679 | 0.0366 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109510 | -135793 | -93713 | -507983 | -370146 | -346683 |
Profit Factor | 1.4908 | 1.7005 | 1.2561 | 1.1542 | 1.2129 | 1.0863 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 88 | 38 | 50 | 88 | 38 | 50 |
Losing Trades | 130 | 71 | 59 | 130 | 71 | 59 |
Profitability (%) | 40.367 | 34.8624 | 45.8716 | 40.367 | 34.8624 | 45.8716 |
Ratio Avg Win / Avg Loss | 2.2023 | 3.1773 | 1.4822 | 1.705 | 2.2662 | 1.2819 |
Largest Winning Trade | 144993 | 144993 | 66125 | 397480 | 397480 | 182704 |
Largest Losing Trade | -31481 | -31481 | -27632 | -216125 | -87483 | -216125 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 58 | 56 | 60 | 58 | 56 | 60 |
Avg Bars in Losers | 29 | 33 | 24 | 29 | 33 | 24 |
Bars Traded | 9009 | 4490 | 4519 | 9009 | 4490 | 4519 |
Profit Streak | 18.4263 | 0 | 21.9263 | 18.4263 | 0 | 21.9263 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311625 | 161918 | -117136 | -139570 | -107797 | -270829 |
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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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