Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246230.8526 | 24870.9537 | 221359.8989 | 159250.1709 | -44795.3733 | 204045.5442 |
Total P&L (%) | 246.2309 | 24.871 | 221.3599 | 159.2502 | -44.7954 | 204.0455 |
Avg Daily Profit (%) | 0.2375 | 0.024 | 0.2135 | 0.0919 | -0.0573 | 0.1073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131610 | -133802 | -65111 | -269984 | -233349 | -160349 |
Profit Factor | 1.4371 | 1.0671 | 2.1474 | 1.1759 | 0.9219 | 1.6145 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 76.3006 | 74.7126 | 77.907 | 76.3006 | 74.7126 | 77.907 |
Ratio Avg Win / Avg Loss | 0.4464 | 0.3612 | 0.609 | 0.3652 | 0.312 | 0.4579 |
Largest Winning Trade | 28816 | 28816 | 20127 | 35660 | 25422 | 35660 |
Largest Losing Trade | -65111 | -47727 | -65111 | -160349 | -92115 | -160349 |
Avg Bars in Trades | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Winners | 8 | 6 | 10 | 8 | 6 | 10 |
Avg Bars in Losers | 44 | 51 | 36 | 44 | 51 | 36 |
Bars Traded | 2928 | 1538 | 1389 | 2928 | 1538 | 1389 |
Profit Streak | 31.6172 | 55.9506 | 31.6172 | 31.6172 | 55.9506 | 31.6172 |
Trades During Streak | 9 | 12 | 4 | 9 | 12 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484585 | -307650 | 518184 | -92656 | -575634 | -44077 |
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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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