Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273191.6704 | 102406.2204 | 170785.45 | 488215.7071 | 15892.7454 | 472322.9617 |
Total P&L (%) | 273.1917 | 102.4062 | 170.7855 | 488.2157 | 15.8927 | 472.323 |
Avg Daily Profit (%) | 0.1454 | 0.0545 | 0.0909 | 0.0943 | 0.0078 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82608 | -70727 | -52395 | -432189 | -389421 | -276754 |
Profit Factor | 1.7125 | 1.4785 | 2.0082 | 1.3215 | 1.0173 | 1.7868 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 184 | 89 | 95 | 184 | 89 | 95 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 86.385 | 83.1776 | 89.6226 | 86.385 | 83.1776 | 89.6226 |
Ratio Avg Win / Avg Loss | 0.2699 | 0.299 | 0.2325 | 0.2083 | 0.2057 | 0.2069 |
Largest Winning Trade | 19239 | 19239 | 13384 | 51949 | 51949 | 46531 |
Largest Losing Trade | -53911 | -53911 | -45081 | -273837 | -273837 | -203232 |
Avg Bars in Trades | 25 | 32 | 18 | 25 | 32 | 18 |
Avg Bars in Winners | 8 | 7 | 8 | 8 | 7 | 8 |
Avg Bars in Losers | 138 | 156 | 108 | 138 | 156 | 108 |
Bars Traded | 5483 | 3516 | 1967 | 5483 | 3516 | 1967 |
Profit Streak | 21.9696 | 22.3029 | 21.9696 | 21.9696 | 22.3029 | 21.9696 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334697 | -114928 | -64025 | -60672 | -389408 | -61792 |
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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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