Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196772.6555 | 51979.8476 | 144792.8079 | 292783.4885 | 113185.7747 | 179597.7138 |
Total P&L (%) | 196.7727 | 51.9798 | 144.7928 | 292.7835 | 113.1858 | 179.5977 |
Avg Daily Profit (%) | 0.1758 | 0.0464 | 0.1293 | 0.1223 | 0.0676 | 0.0919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63318 | -24567 | -78197 | -264370 | -66817 | -312153 |
Profit Factor | 1.6629 | 1.5783 | 1.6997 | 1.3024 | 1.4271 | 1.2554 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 48 | 30 | 18 | 48 | 30 | 18 |
Profitability (%) | 70.9091 | 63.8554 | 78.0488 | 70.9091 | 63.8554 | 78.0488 |
Ratio Avg Win / Avg Loss | 0.6822 | 0.8934 | 0.478 | 0.5343 | 0.8078 | 0.3531 |
Largest Winning Trade | 24935 | 14365 | 24935 | 50071 | 44488 | 50071 |
Largest Losing Trade | -39053 | -14612 | -39053 | -137247 | -38402 | -137247 |
Avg Bars in Trades | 39 | 5 | 72 | 39 | 5 | 72 |
Avg Bars in Winners | 25 | 3 | 44 | 25 | 3 | 44 |
Avg Bars in Losers | 71 | 10 | 173 | 71 | 10 | 173 |
Bars Traded | 6439 | 489 | 5950 | 6439 | 489 | 5950 |
Profit Streak | 6.0385 | 6.0385 | 10.0385 | 6.0385 | 6.0385 | 10.0385 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451083 | -129265 | -19355 | -26590 | -100706 | -71589 |
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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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