Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233213.3255 | 19694.4468 | 213518.8787 | 144921.6372 | -71562.8581 | 216484.4953 |
Total P&L (%) | 233.2133 | 19.6944 | 213.5189 | 144.9216 | -71.5629 | 216.4845 |
Avg Daily Profit (%) | 0.2249 | 0.019 | 0.2059 | 0.0864 | -0.1212 | 0.1112 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124988 | -153164 | -61407 | -285386 | -282334 | -163360 |
Profit Factor | 1.4551 | 1.0583 | 2.2219 | 1.1303 | 0.8976 | 1.5231 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 77.707 | 74.6835 | 80.7692 | 77.707 | 74.6835 | 80.7692 |
Ratio Avg Win / Avg Loss | 0.4175 | 0.3588 | 0.529 | 0.3243 | 0.3043 | 0.3626 |
Largest Winning Trade | 30323 | 28816 | 30323 | 48006 | 48006 | 39357 |
Largest Losing Trade | -60661 | -39597 | -60661 | -161366 | -125391 | -161366 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 9 | 8 | 11 | 9 | 8 | 11 |
Avg Bars in Losers | 49 | 52 | 44 | 49 | 52 | 44 |
Bars Traded | 2926 | 1530 | 1396 | 2926 | 1530 | 1396 |
Profit Streak | 45.4799 | 45.4799 | 65.4799 | 45.4799 | 45.4799 | 65.4799 |
Trades During Streak | 20 | 10 | 13 | 20 | 10 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494312 | -354131 | -19110 | -149960 | -602300 | -73043 |
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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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