Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5804.3526 | 184712.6096 | -178908.257 | 849642.2054 | 485991.7733 | 363650.4321 |
Total P&L (%) | 5.8044 | 184.7126 | -178.9083 | 849.6422 | 485.9918 | 363.6504 |
Avg Daily Profit (%) | 0.0046 | 0.1478 | -0.1431 | 0.1802 | 0.1416 | 0.1228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -400788 | -62279 | -376191 | -631575 | -637185 | -497786 |
Profit Factor | 1.0059 | 1.5795 | 0.7287 | 1.2466 | 1.298 | 1.2004 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 165 | 79 | 86 | 155 | 75 | 80 |
Losing Trades | 44 | 25 | 19 | 54 | 29 | 25 |
Profitability (%) | 78.9474 | 75.9615 | 81.9048 | 74.1627 | 72.1154 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.2682 | 0.4998 | 0.161 | 0.4343 | 0.5019 | 0.3751 |
Largest Winning Trade | 19730 | 19730 | 15095 | 268006 | 133873 | 268006 |
Largest Losing Trade | -289167 | -37983 | -289167 | -443944 | -443944 | -384453 |
Avg Bars in Trades | 11 | 12 | 10 | 11 | 12 | 10 |
Avg Bars in Winners | 6 | 6 | 6 | 7 | 8 | 7 |
Avg Bars in Losers | 30 | 32 | 28 | 22 | 24 | 20 |
Bars Traded | 2404 | 1315 | 1089 | 2404 | 1315 | 1089 |
Profit Streak | 7.7924 | 7.7924 | 49.7924 | 7.7924 | 7.7924 | 49.7924 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -561376 | 311960 | -574845 | 432844 | -1845 | -26022 |
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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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