Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268884.3924 | 39456.9034 | 229427.4891 | 140822.129 | 32862.82 | 107959.3091 |
Total P&L (%) | 268.8844 | 39.4569 | 229.4275 | 140.8221 | 32.8628 | 107.9593 |
Avg Daily Profit (%) | 0.1806 | 0.0265 | 0.1541 | 0.0591 | 0.0191 | 0.0492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108757 | -114011 | -79509 | -270597 | -213500 | -157017 |
Profit Factor | 1.2892 | 1.0773 | 1.5469 | 1.0814 | 1.0384 | 1.1236 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 108 | 58 | 50 | 108 | 58 | 50 |
Profitability (%) | 50.6849 | 46.789 | 54.5455 | 50.6849 | 46.789 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.2544 | 1.2252 | 1.289 | 1.0522 | 1.1809 | 0.9364 |
Largest Winning Trade | 39113 | 36631 | 39113 | 90797 | 50297 | 90797 |
Largest Losing Trade | -41497 | -34919 | -41497 | -124163 | -84890 | -124163 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 2922 | 1418 | 1504 | 2922 | 1418 | 1504 |
Profit Streak | 41.8966 | 41.8966 | 44.8966 | 41.8966 | 41.8966 | 44.8966 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378945 | -295442 | 390486 | -241990 | -348796 | -211361 |
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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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