Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328784.7797 | 167292.8041 | 161491.9756 | 232530.8757 | 58510.0359 | 174020.8398 |
Total P&L (%) | 328.7848 | 167.2928 | 161.492 | 232.5309 | 58.51 | 174.0208 |
Avg Daily Profit (%) | 0.2049 | 0.1043 | 0.1006 | 0.0749 | 0.0287 | 0.0628 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85012 | -71405 | -94951 | -421729 | -324430 | -304042 |
Profit Factor | 1.355 | 1.3826 | 1.3303 | 1.0851 | 1.0415 | 1.1314 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 116 | 59 | 57 | 116 | 59 | 57 |
Profitability (%) | 47.2727 | 46.3636 | 48.1818 | 47.2727 | 46.3636 | 48.1818 |
Ratio Avg Win / Avg Loss | 1.5114 | 1.5995 | 1.4307 | 1.2103 | 1.2049 | 1.2168 |
Largest Winning Trade | 67552 | 67552 | 41722 | 191292 | 191292 | 99902 |
Largest Losing Trade | -53083 | -25355 | -53083 | -136253 | -91782 | -136253 |
Avg Bars in Trades | 13 | 11 | 16 | 13 | 11 | 16 |
Avg Bars in Winners | 16 | 12 | 19 | 16 | 12 | 19 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 3065 | 1287 | 1778 | 3065 | 1287 | 1778 |
Profit Streak | 9.852 | 0 | 12.852 | 9.852 | 0 | 12.852 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368173 | -53484 | -58418 | -218821 | -331520 | -185079 |
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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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