Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189818.5115 | 65585.8645 | 124232.647 | 84353.4172 | 79697.3525 | 4656.0648 |
Total P&L (%) | 189.8185 | 65.5859 | 124.2326 | 84.3534 | 79.6974 | 4.6561 |
Avg Daily Profit (%) | 0.1744 | 0.0603 | 0.1142 | 0.0562 | 0.0539 | 0.0042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111941 | -55534 | -90445 | -241464 | -79304 | -225048 |
Profit Factor | 1.477 | 1.3389 | 1.6076 | 1.1546 | 1.4082 | 1.0133 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 133 | 64 | 69 | 133 | 64 | 69 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 81.0976 | 78.0488 | 84.1463 | 81.0976 | 78.0488 | 84.1463 |
Ratio Avg Win / Avg Loss | 0.3443 | 0.3766 | 0.3029 | 0.2691 | 0.3961 | 0.1909 |
Largest Winning Trade | 19994 | 19994 | 16676 | 28560 | 28560 | 27962 |
Largest Losing Trade | -73127 | -41227 | -73127 | -203082 | -50079 | -203082 |
Avg Bars in Trades | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Winners | 11 | 9 | 12 | 11 | 9 | 12 |
Avg Bars in Losers | 46 | 43 | 50 | 46 | 43 | 50 |
Bars Traded | 2930 | 1403 | 1527 | 2930 | 1403 | 1527 |
Profit Streak | 61.5195 | 61.5195 | 79.5195 | 61.5195 | 61.5195 | 79.5195 |
Trades During Streak | 13 | 6 | 9 | 13 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504882 | -112799 | -38329 | -162897 | -120608 | -558579 |
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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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