Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371153.2349 | 234385.5194 | 136767.7155 | 371452.5815 | 388536.0958 | -17083.5143 |
Total P&L (%) | 371.1532 | 234.3855 | 136.7677 | 371.4526 | 388.5361 | -17.0835 |
Avg Daily Profit (%) | 0.2208 | 0.1395 | 0.0814 | 0.0923 | 0.0944 | -0.0111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118705 | -107648 | -79960 | -940009 | -288104 | -651904 |
Profit Factor | 1.4425 | 1.5872 | 1.3111 | 1.1233 | 1.2859 | 0.9897 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Profitability (%) | 50.2222 | 49.1071 | 51.3274 | 50.2222 | 49.1071 | 51.3274 |
Ratio Avg Win / Avg Loss | 1.4297 | 1.6449 | 1.2433 | 1.1134 | 1.3326 | 0.9385 |
Largest Winning Trade | 102768 | 102768 | 52965 | 383755 | 383755 | 187471 |
Largest Losing Trade | -37336 | -31370 | -37336 | -255597 | -123760 | -255597 |
Avg Bars in Trades | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Winners | 26 | 28 | 25 | 26 | 28 | 25 |
Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
Bars Traded | 4944 | 2640 | 2304 | 4944 | 2640 | 2304 |
Profit Streak | 31.5023 | 31.5023 | 33.8356 | 31.5023 | 31.5023 | 33.8356 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421035 | -3694 | -82961 | -151676 | -66692 | -579587 |
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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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