Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325667.5249 | 77042.4254 | 248625.0994 | 348910.3099 | 29652.2579 | 319258.052 |
Total P&L (%) | 325.6675 | 77.0424 | 248.6251 | 348.9103 | 29.6523 | 319.2581 |
Avg Daily Profit (%) | 0.1958 | 0.0463 | 0.1495 | 0.0903 | 0.0156 | 0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94937 | -53604 | -77328 | -145164 | -175492 | -144411 |
Profit Factor | 1.7364 | 1.3022 | 2.3274 | 1.4627 | 1.071 | 1.9483 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 63.4146 | 57.3171 | 69.5122 | 63.4146 | 57.3171 | 69.5122 |
Ratio Avg Win / Avg Loss | 1.0018 | 0.9697 | 1.0208 | 0.8438 | 0.7976 | 0.8545 |
Largest Winning Trade | 41215 | 41215 | 29602 | 57386 | 45429 | 57386 |
Largest Losing Trade | -75912 | -41661 | -75912 | -142784 | -105340 | -142784 |
Avg Bars in Trades | 29 | 20 | 37 | 29 | 20 | 37 |
Avg Bars in Winners | 21 | 16 | 25 | 21 | 16 | 25 |
Avg Bars in Losers | 41 | 25 | 65 | 41 | 25 | 65 |
Bars Traded | 4756 | 1661 | 3095 | 4756 | 1661 | 3095 |
Profit Streak | 86.609 | 86.609 | 87.609 | 86.609 | 86.609 | 87.609 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504176 | -135279 | 329860 | -68704 | -321866 | -77606 |
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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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