Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393710.4648 | 299858.5918 | 93851.873 | 398673.9859 | 374340.6722 | 24333.3137 |
Total P&L (%) | 393.7105 | 299.8586 | 93.8519 | 398.674 | 374.3407 | 24.3333 |
Avg Daily Profit (%) | 0.3233 | 0.2462 | 0.0771 | 0.132 | 0.1279 | 0.0179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181981 | -74977 | -151924 | -1447965 | -783862 | -936665 |
Profit Factor | 1.4051 | 1.6289 | 1.1896 | 1.0781 | 1.161 | 1.0088 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 51.3889 | 47.2222 | 55.5556 | 51.3889 | 47.2222 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3292 | 1.8205 | 0.9517 | 1.0198 | 1.2976 | 0.807 |
Largest Winning Trade | 86761 | 86761 | 25391 | 245165 | 233244 | 245165 |
Largest Losing Trade | -35137 | -35137 | -26993 | -316357 | -207898 | -316357 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4819 | 2417 | 2402 | 4819 | 2417 | 2402 |
Profit Streak | 16.1594 | 32.9094 | 16.1594 | 16.1594 | 32.9094 | 16.1594 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434125 | 396967 | -102401 | -148732 | -65709 | -384217 |
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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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