Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279343.8369 | 109913.5417 | 169430.2952 | 107322.6411 | 202419.0267 | -95096.3856 |
Total P&L (%) | 279.3438 | 109.9135 | 169.4303 | 107.3226 | 202.419 | -95.0964 |
Avg Daily Profit (%) | 0.1732 | 0.0681 | 0.105 | 0.0452 | 0.0686 | -0.1868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221304 | -126621 | -107886 | -2087860 | -991118 | -1193923 |
Profit Factor | 1.3036 | 1.2447 | 1.3598 | 1.0213 | 1.0867 | 0.965 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 128 | 68 | 60 | 128 | 68 | 60 |
Profitability (%) | 43.1111 | 39.823 | 46.4286 | 43.1111 | 39.823 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.7203 | 1.881 | 1.569 | 1.3476 | 1.6421 | 1.1134 |
Largest Winning Trade | 96942 | 96942 | 67133 | 448434 | 448434 | 445738 |
Largest Losing Trade | -27552 | -27552 | -24239 | -304565 | -217420 | -304565 |
Avg Bars in Trades | 14 | 12 | 15 | 14 | 12 | 15 |
Avg Bars in Winners | 20 | 18 | 23 | 20 | 18 | 23 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 3172 | 1393 | 1779 | 3172 | 1393 | 1779 |
Profit Streak | 17.6646 | 17.6646 | 18.1646 | 17.6646 | 17.6646 | 18.1646 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304280 | -104459 | -51995 | -329827 | -228760 | -579914 |
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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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