Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214008.0506 | 47759.3119 | 166248.7387 | 42233.5437 | -319435.3908 | 361668.9345 |
Total P&L (%) | 214.0081 | 47.7593 | 166.2487 | 42.2335 | -319.4354 | 361.6689 |
Avg Daily Profit (%) | 0.1657 | 0.037 | 0.1288 | 0.0273 | 0 | 0.1185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245835 | -158723 | -140211 | -837205 | -655086 | -421757 |
Profit Factor | 1.2391 | 1.1076 | 1.3682 | 1.0131 | 0.8137 | 1.2384 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 52.2321 | 48.2143 | 56.25 | 52.2321 | 48.2143 | 56.25 |
Ratio Avg Win / Avg Loss | 1.1332 | 1.1897 | 1.0642 | 0.9265 | 0.874 | 0.9632 |
Largest Winning Trade | 50724 | 43271 | 50724 | 136160 | 132246 | 136160 |
Largest Losing Trade | -39858 | -28285 | -39858 | -171267 | -171267 | -155297 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 22 | 17 | 26 | 22 | 17 | 26 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 5080 | 2196 | 2884 | 5080 | 2196 | 2884 |
Profit Streak | 0 | 0 | 17.8624 | 0 | 0 | 17.8624 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316050 | -247815 | -19241 | -364528 | -581450 | -35321 |
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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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