Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394215.7624 | 383955.7741 | 10259.9882 | -44851.1842 | 323397.1959 | -368248.3801 |
Total P&L (%) | 394.2158 | 383.9558 | 10.26 | -44.8512 | 323.3972 | -368.2484 |
Avg Daily Profit (%) | 0.2121 | 0.2065 | 0.0055 | -0.032 | 0.0777 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193083 | -123606 | -142618 | -267835 | -113463 | -417902 |
Profit Factor | 1.2753 | 1.6566 | 1.0121 | 0.9625 | 1.8842 | 0.5559 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Losing Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Profitability (%) | 51.3514 | 50.4505 | 52.2523 | 51.3514 | 50.4505 | 52.2523 |
Ratio Avg Win / Avg Loss | 1.2082 | 1.6271 | 0.9249 | 0.9118 | 1.8505 | 0.508 |
Largest Winning Trade | 75364 | 75364 | 46536 | 106074 | 106074 | 45254 |
Largest Losing Trade | -69106 | -30635 | -69106 | -127941 | -36321 | -127941 |
Avg Bars in Trades | 32 | 33 | 32 | 32 | 33 | 32 |
Avg Bars in Winners | 33 | 33 | 32 | 33 | 33 | 32 |
Avg Bars in Losers | 32 | 32 | 31 | 32 | 32 | 31 |
Bars Traded | 7269 | 3681 | 3588 | 7269 | 3681 | 3588 |
Profit Streak | 13.6615 | 0 | 21.9115 | 13.6615 | 0 | 21.9115 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345412 | 382107 | -551422 | -578840 | -85883 | -580195 |
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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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