Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243509.788 | 69066.5912 | 174443.1968 | 1390.412 | -47534.1474 | 48924.5594 |
Total P&L (%) | 243.5098 | 69.0666 | 174.4432 | 1.3904 | -47.5341 | 48.9246 |
Avg Daily Profit (%) | 0.1638 | 0.0464 | 0.1173 | 0.0009 | -0.0434 | 0.0268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112138 | -130267 | -89535 | -120720 | -108919 | -120422 |
Profit Factor | 1.2186 | 1.115 | 1.34 | 1.0015 | 0.9048 | 1.1143 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 53.7778 | 51.3274 | 56.25 | 53.7778 | 51.3274 | 56.25 |
Ratio Avg Win / Avg Loss | 1.0474 | 1.0573 | 1.0422 | 0.8608 | 0.858 | 0.8667 |
Largest Winning Trade | 59440 | 59440 | 45319 | 34512 | 34512 | 25177 |
Largest Losing Trade | -56168 | -39106 | -56168 | -89146 | -33755 | -89146 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 4339 | 2198 | 2141 | 4339 | 2198 | 2141 |
Profit Streak | 20.4353 | 39.7687 | 20.4353 | 20.4353 | 39.7687 | 20.4353 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371233 | -223369 | -34676 | -574475 | -579153 | -253554 |
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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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