Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373518.3816 | 309209.153 | 64309.2287 | 196603.3705 | 122625.5408 | 73977.8297 |
Total P&L (%) | 373.5184 | 309.2092 | 64.3092 | 196.6034 | 122.6255 | 73.9778 |
Avg Daily Profit (%) | 0.302 | 0.25 | 0.052 | 0.0879 | 0.0647 | 0.0448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79161 | -69485 | -99884 | -360153 | -322471 | -207565 |
Profit Factor | 1.4931 | 1.8877 | 1.1572 | 1.1323 | 1.1587 | 1.1037 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 70.8108 | 68.4783 | 73.1183 | 70.8108 | 68.4783 | 73.1183 |
Ratio Avg Win / Avg Loss | 0.6155 | 0.869 | 0.4254 | 0.4667 | 0.5334 | 0.4058 |
Largest Winning Trade | 69268 | 69268 | 20578 | 73616 | 73616 | 44013 |
Largest Losing Trade | -77444 | -40182 | -77444 | -209856 | -209856 | -126250 |
Avg Bars in Trades | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Winners | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Losers | 34 | 37 | 31 | 34 | 37 | 31 |
Bars Traded | 3553 | 1864 | 1690 | 3553 | 1864 | 1690 |
Profit Streak | 18.8691 | 18.8691 | 40.5357 | 18.8691 | 18.8691 | 40.5357 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486239 | 434043 | -168502 | -146830 | -150971 | -236556 |
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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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