Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220780.175 | 80093.1077 | 140687.0673 | 407925.5553 | 196600.1195 | 211325.4358 |
Total P&L (%) | 220.7802 | 80.0931 | 140.6871 | 407.9256 | 196.6001 | 211.3254 |
Avg Daily Profit (%) | 0.4239 | 0.1538 | 0.2701 | 0.3125 | 0.209 | 0.2183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51904 | -46886 | -43690 | -106681 | -55864 | -98327 |
Profit Factor | 1.6593 | 1.4334 | 1.9374 | 1.6266 | 1.662 | 1.5969 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 61.2403 | 58.4615 | 64.0625 | 61.2403 | 58.4615 | 64.0625 |
Ratio Avg Win / Avg Loss | 1.0502 | 1.0185 | 1.0868 | 1.0295 | 1.1809 | 0.8958 |
Largest Winning Trade | 39599 | 27494 | 39599 | 53343 | 45407 | 53343 |
Largest Losing Trade | -28349 | -28349 | -18994 | -75044 | -41148 | -75044 |
Avg Bars in Trades | 190 | 196 | 184 | 190 | 196 | 184 |
Avg Bars in Winners | 137 | 140 | 134 | 137 | 140 | 134 |
Avg Bars in Losers | 274 | 275 | 273 | 274 | 275 | 273 |
Bars Traded | 24593 | 12795 | 11798 | 24593 | 12795 | 11798 |
Profit Streak | 17.5955 | 25.908 | 17.5955 | 17.5955 | 25.908 | 17.5955 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517539 | -121562 | -126070 | 480997 | -119953 | -128850 |
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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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