Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205216.6698 | 228961.3668 | -23744.697 | 262715.4244 | 193208.1425 | 69507.2819 |
Total P&L (%) | 205.2167 | 228.9614 | -23.7447 | 262.7154 | 193.2081 | 69.5073 |
Avg Daily Profit (%) | 0.1655 | 0.1846 | -0.0191 | 0.1039 | 0.0868 | 0.0426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214090 | -50527 | -218176 | -200067 | -140273 | -185195 |
Profit Factor | 1.3254 | 2.1532 | 0.945 | 1.3582 | 1.6632 | 1.1572 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 153 | 76 | 77 | 145 | 75 | 70 |
Losing Trades | 39 | 20 | 19 | 47 | 21 | 26 |
Profitability (%) | 79.6875 | 79.1667 | 80.2083 | 75.5208 | 78.125 | 72.9167 |
Ratio Avg Win / Avg Loss | 0.3379 | 0.5666 | 0.2332 | 0.4402 | 0.4657 | 0.4298 |
Largest Winning Trade | 23282 | 23282 | 21180 | 68528 | 29792 | 68528 |
Largest Losing Trade | -136632 | -50527 | -136632 | -160040 | -140273 | -160040 |
Avg Bars in Trades | 18 | 21 | 15 | 18 | 21 | 15 |
Avg Bars in Winners | 8 | 9 | 8 | 12 | 13 | 10 |
Avg Bars in Losers | 56 | 65 | 46 | 37 | 48 | 29 |
Bars Traded | 3540 | 2030 | 1510 | 3540 | 2030 | 1510 |
Profit Streak | 31.8242 | 82.4909 | 31.8242 | 31.8242 | 82.4909 | 31.8242 |
Trades During Streak | 13 | 8 | 6 | 13 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459841 | 519839 | -575042 | -49121 | -71248 | -180548 |
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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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