Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162357.1352 | 7219.3638 | 155137.7714 | 3955.9171 | -49271.6759 | 53227.593 |
Total P&L (%) | 162.3571 | 7.2194 | 155.1378 | 3.9559 | -49.2717 | 53.2276 |
Avg Daily Profit (%) | 0.1579 | 0.007 | 0.1509 | 0.0038 | -0.066 | 0.0415 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95147 | -132550 | -57741 | -121255 | -158447 | -90407 |
Profit Factor | 1.249 | 1.018 | 1.6194 | 1.0057 | 0.8792 | 1.1846 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 144 | 66 | 78 | 144 | 66 | 78 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 75.3927 | 69.4737 | 81.25 | 75.3927 | 69.4737 | 81.25 |
Ratio Avg Win / Avg Loss | 0.4077 | 0.4473 | 0.3737 | 0.3282 | 0.3863 | 0.2734 |
Largest Winning Trade | 22912 | 22912 | 17257 | 24135 | 24135 | 15796 |
Largest Losing Trade | -56632 | -46294 | -56632 | -88750 | -72681 | -88750 |
Avg Bars in Trades | 20 | 19 | 22 | 20 | 19 | 22 |
Avg Bars in Winners | 11 | 7 | 15 | 11 | 7 | 15 |
Avg Bars in Losers | 47 | 45 | 50 | 47 | 45 | 50 |
Bars Traded | 3932 | 1812 | 2120 | 3932 | 1812 | 2120 |
Profit Streak | 51.0444 | 51.0444 | 66.0444 | 51.0444 | 51.0444 | 66.0444 |
Trades During Streak | 15 | 7 | 9 | 15 | 7 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421730 | -547263 | 482000 | -563148 | -576397 | -151786 |
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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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