Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204647.9721 | 8017.5347 | 196630.4374 | 163628.1299 | -37081.0556 | 200709.1855 |
Total P&L (%) | 204.648 | 8.0175 | 196.6304 | 163.6281 | -37.0811 | 200.7092 |
Avg Daily Profit (%) | 0.1964 | 0.0077 | 0.1887 | 0.0931 | -0.0444 | 0.1057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93743 | -109756 | -18415 | -139680 | -167839 | -32035 |
Profit Factor | 1.6514 | 1.033 | 3.7539 | 1.4047 | 0.881 | 3.1661 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 78.5047 | 78.5047 | 78.5047 | 78.5047 | 78.5047 | 78.5047 |
Ratio Avg Win / Avg Loss | 0.4522 | 0.2829 | 1.0279 | 0.3846 | 0.2412 | 0.8669 |
Largest Winning Trade | 24376 | 18246 | 24376 | 25700 | 19784 | 25700 |
Largest Losing Trade | -65082 | -65082 | -18415 | -95718 | -95718 | -32035 |
Avg Bars in Trades | 26 | 36 | 16 | 26 | 36 | 16 |
Avg Bars in Winners | 11 | 14 | 9 | 11 | 14 | 9 |
Avg Bars in Losers | 79 | 116 | 43 | 79 | 116 | 43 |
Bars Traded | 5661 | 3880 | 1779 | 5661 | 3880 | 1779 |
Profit Streak | 14.3536 | 14.3536 | 16.3536 | 14.3536 | 14.3536 | 16.3536 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528807 | -528996 | 679099 | -62922 | -575581 | -43033 |
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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) |
---|