Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206161.9077 | 214314.8187 | -8152.911 | 267676.5807 | 154442.3433 | 113234.2374 |
Total P&L (%) | 206.1619 | 214.3148 | -8.1529 | 267.6766 | 154.4423 | 113.2342 |
Avg Daily Profit (%) | 0.1648 | 0.1713 | -0.0065 | 0.1042 | 0.0747 | 0.0606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190443 | -46026 | -205393 | -264884 | -189704 | -239834 |
Profit Factor | 1.3424 | 2.1089 | 0.9801 | 1.3279 | 1.4553 | 1.2373 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 168 | 79 | 89 | 154 | 73 | 81 |
Losing Trades | 39 | 24 | 15 | 53 | 30 | 23 |
Profitability (%) | 81.1594 | 76.699 | 85.5769 | 74.3961 | 70.8738 | 77.8846 |
Ratio Avg Win / Avg Loss | 0.3116 | 0.6407 | 0.1652 | 0.457 | 0.5981 | 0.3513 |
Largest Winning Trade | 16678 | 16678 | 16226 | 122887 | 45258 | 122887 |
Largest Losing Trade | -141850 | -46026 | -141850 | -189704 | -189704 | -186971 |
Avg Bars in Trades | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Winners | 11 | 11 | 10 | 15 | 17 | 13 |
Avg Bars in Losers | 74 | 72 | 76 | 45 | 47 | 42 |
Bars Traded | 4754 | 2692 | 2062 | 4754 | 2692 | 2062 |
Profit Streak | 40.0272 | 91.2772 | 40.0272 | 40.0272 | 91.2772 | 40.0272 |
Trades During Streak | 18 | 11 | 9 | 18 | 11 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474211 | 503876 | -574413 | -49010 | -89214 | -108477 |
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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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