Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195458.9677 | 189075.1307 | 6383.837 | 55013.5149 | 8086.7524 | 46926.7625 |
Total P&L (%) | 195.459 | 189.0751 | 6.3838 | 55.0135 | 8.0868 | 46.9268 |
Avg Daily Profit (%) | 0.1584 | 0.1532 | 0.0052 | 0.0355 | 0.0063 | 0.0312 |
Buy And Hold Return (%) | 10.6458 | 10.6458 | 10.6458 | 10.6458 | 10.6458 | 10.6458 |
Max Trade Drawdown | -95574 | -69206 | -56816 | -296050 | -320766 | -82006 |
Profit Factor | 1.4544 | 1.7234 | 1.0378 | 1.0493 | 1.01 | 1.1544 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Losing Trades | 30 | 9 | 21 | 30 | 9 | 21 |
Profitability (%) | 77.4436 | 86.3636 | 68.6567 | 77.4436 | 86.3636 | 68.6567 |
Ratio Avg Win / Avg Loss | 0.4236 | 0.2721 | 0.4738 | 0.3056 | 0.1595 | 0.527 |
Largest Winning Trade | 26432 | 26432 | 9731 | 46557 | 46557 | 31153 |
Largest Losing Trade | -58163 | -58163 | -50323 | -223484 | -223484 | -76078 |
Avg Bars in Trades | 51 | 94 | 8 | 51 | 94 | 8 |
Avg Bars in Winners | 20 | 34 | 4 | 20 | 34 | 4 |
Avg Bars in Losers | 155 | 477 | 17 | 155 | 477 | 17 |
Bars Traded | 6824 | 6255 | 569 | 6824 | 6255 | 569 |
Profit Streak | 42.047 | 71.047 | 42.047 | 42.047 | 71.047 | 42.047 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443336 | -110433 | -645282 | -308921 | -679558 | -318480 |
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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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