Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176855.4808 | 68615.8793 | 108239.6014 | 173044.379 | 48646.7131 | 124397.666 |
Total P&L (%) | 176.8555 | 68.6159 | 108.2396 | 173.0444 | 48.6467 | 124.3977 |
Avg Daily Profit (%) | 0.1582 | 0.0614 | 0.0968 | 0.0899 | 0.0355 | 0.0723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96963 | -45385 | -81807 | -200382 | -96896 | -139465 |
Profit Factor | 1.6298 | 1.4731 | 1.7972 | 1.343 | 1.177 | 1.5419 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 83.4711 | 81.6667 | 85.2459 | 83.4711 | 81.6667 | 85.2459 |
Ratio Avg Win / Avg Loss | 0.3227 | 0.3307 | 0.3111 | 0.2659 | 0.2642 | 0.2669 |
Largest Winning Trade | 17615 | 16225 | 17615 | 36630 | 36630 | 25671 |
Largest Losing Trade | -50687 | -45385 | -50687 | -88049 | -88049 | -77740 |
Avg Bars in Trades | 24 | 32 | 16 | 24 | 32 | 16 |
Avg Bars in Winners | 9 | 10 | 8 | 9 | 10 | 8 |
Avg Bars in Losers | 98 | 129 | 59 | 98 | 129 | 59 |
Bars Traded | 2953 | 1963 | 990 | 2953 | 1963 | 990 |
Profit Streak | 54.0816 | 54.0816 | 64.0816 | 54.0816 | 54.0816 | 64.0816 |
Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 517176 | -275188 | -218539 | -67485 | -338110 | -251935 |
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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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