Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329292.3773 | 188218.354 | 141074.0232 | 330730.6638 | 207236.5322 | 123494.1316 |
Total P&L (%) | 329.2924 | 188.2184 | 141.074 | 330.7307 | 207.2365 | 123.4941 |
Avg Daily Profit (%) | 0.263 | 0.1503 | 0.1127 | 0.1167 | 0.0897 | 0.0643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106458 | -35767 | -86560 | -247892 | -115749 | -192616 |
Profit Factor | 1.9673 | 2.4016 | 1.6844 | 1.4589 | 1.733 | 1.282 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 83.6207 | 81.0345 | 86.2069 | 83.6207 | 81.0345 | 86.2069 |
Ratio Avg Win / Avg Loss | 0.3854 | 0.5621 | 0.2695 | 0.2858 | 0.4056 | 0.2051 |
Largest Winning Trade | 21180 | 19530 | 21180 | 34240 | 34118 | 34240 |
Largest Losing Trade | -86560 | -35767 | -86560 | -192616 | -115749 | -192616 |
Avg Bars in Trades | 29 | 34 | 24 | 29 | 34 | 24 |
Avg Bars in Winners | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Losers | 117 | 124 | 108 | 117 | 124 | 108 |
Bars Traded | 3421 | 1981 | 1439 | 3421 | 1981 | 1439 |
Profit Streak | 20.2881 | 93.2881 | 20.2881 | 20.2881 | 93.2881 | 20.2881 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569924 | -165587 | -215970 | -31097 | -247289 | -282641 |
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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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