Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375013.5078 | 396730.7067 | -21717.1989 | -88852.9061 | -286715.5788 | 197862.6727 |
Total P&L (%) | 375.0135 | 396.7307 | -21.7172 | -88.8529 | -286.7156 | 197.8627 |
Avg Daily Profit (%) | 0.1897 | 0.2007 | -0.011 | -0.1109 | 0 | 0.0552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202865 | -140484 | -121979 | -1127023 | -1002886 | -302290 |
Profit Factor | 1.3433 | 1.6463 | 0.9546 | 0.9713 | 0.8577 | 1.183 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Losing Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Profitability (%) | 53.6364 | 55.4545 | 51.8182 | 53.6364 | 55.4545 | 51.8182 |
Ratio Avg Win / Avg Loss | 1.1612 | 1.3225 | 0.8876 | 0.8396 | 0.689 | 1.1 |
Largest Winning Trade | 144719 | 144719 | 66367 | 453482 | 404076 | 453482 |
Largest Losing Trade | -94924 | -64424 | -94924 | -608168 | -608168 | -268856 |
Avg Bars in Trades | 25 | 29 | 21 | 25 | 29 | 21 |
Avg Bars in Winners | 25 | 26 | 23 | 25 | 26 | 23 |
Avg Bars in Losers | 26 | 33 | 19 | 26 | 33 | 19 |
Bars Traded | 5642 | 3273 | 2369 | 5642 | 3273 | 2369 |
Profit Streak | 497.5256 | 515.8589 | 497.5256 | 497.5256 | 515.8589 | 497.5256 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401522 | 420926 | -579565 | -577506 | -578719 | -137211 |
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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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