Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276027.8397 | 117542.7955 | 158485.0443 | 544568.0155 | -43480.1107 | 588048.1262 |
Total P&L (%) | 276.0278 | 117.5428 | 158.485 | 544.568 | -43.4801 | 588.0481 |
Avg Daily Profit (%) | 0.1464 | 0.0623 | 0.0841 | 0.0989 | -0.0303 | 0.1024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76638 | -83414 | -41023 | -471738 | -533943 | -192936 |
Profit Factor | 1.9044 | 1.642 | 2.2977 | 1.3882 | 0.9551 | 2.3507 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 88.7218 | 87.8788 | 89.5522 | 88.7218 | 87.8788 | 89.5522 |
Ratio Avg Win / Avg Loss | 0.2421 | 0.2265 | 0.2681 | 0.1765 | 0.1317 | 0.2742 |
Largest Winning Trade | 20943 | 20943 | 12606 | 75184 | 40097 | 75184 |
Largest Losing Trade | -61500 | -61500 | -37368 | -441079 | -441079 | -166178 |
Avg Bars in Trades | 53 | 68 | 38 | 53 | 68 | 38 |
Avg Bars in Winners | 19 | 17 | 20 | 19 | 17 | 20 |
Avg Bars in Losers | 323 | 437 | 193 | 323 | 437 | 193 |
Bars Traded | 7146 | 4539 | 2607 | 7146 | 4539 | 2607 |
Profit Streak | 164.5331 | 164.5331 | 268.5331 | 164.5331 | 164.5331 | 268.5331 |
Trades During Streak | 25 | 12 | 15 | 25 | 12 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374931 | -227266 | -189393 | -54415 | -698701 | -164488 |
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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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