Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281627.5663 | 48490.0324 | 233137.5339 | 198443.7908 | -1062.5759 | 199506.3667 |
Total P&L (%) | 281.6276 | 48.49 | 233.1375 | 198.4438 | -1.0626 | 199.5064 |
Avg Daily Profit (%) | 0.1856 | 0.032 | 0.1536 | 0.0721 | -0.0007 | 0.0723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72777 | -64769 | -54146 | -193175 | -180922 | -132611 |
Profit Factor | 1.3351 | 1.1171 | 1.5469 | 1.1182 | 0.9987 | 1.233 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 97 | 43 | 54 | 97 | 43 | 54 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 43.6937 | 38.7387 | 48.6486 | 43.6937 | 38.7387 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.7204 | 1.7665 | 1.6328 | 1.4409 | 1.5794 | 1.3015 |
Largest Winning Trade | 71401 | 69249 | 71401 | 124711 | 124711 | 102057 |
Largest Losing Trade | -43130 | -25667 | -43130 | -73163 | -53602 | -73163 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 18 | 17 | 20 | 18 | 17 | 20 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 2978 | 1380 | 1598 | 2978 | 1380 | 1598 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 284196 | -246674 | 339187 | -188261 | -582360 | -97219 |
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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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