Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52462.9022 | -12016.9123 | 64479.8145 | 32575.7863 | -26617.0575 | 59192.8438 |
Total P&L (%) | 52.4629 | -12.0169 | 64.4798 | 32.5758 | -26.6171 | 59.1928 |
Avg Daily Profit (%) | 0.2015 | -0.0461 | 0.2476 | 0.1083 | -0.1188 | 0.1787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58795 | -44403 | -28914 | -64854 | -53654 | -29287 |
Profit Factor | 1.1576 | 0.9371 | 1.4548 | 1.1002 | 0.8608 | 1.4419 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 147 | 69 | 78 | 147 | 69 | 78 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 58.1028 | 54.7619 | 61.4173 | 58.1028 | 54.7619 | 61.4173 |
Ratio Avg Win / Avg Loss | 0.8348 | 0.7741 | 0.9139 | 0.7933 | 0.7111 | 0.9058 |
Largest Winning Trade | 28430 | 8710 | 28430 | 29348 | 8235 | 29348 |
Largest Losing Trade | -24176 | -24176 | -10939 | -28652 | -28652 | -11909 |
Avg Bars in Trades | 97 | 96 | 98 | 97 | 96 | 98 |
Avg Bars in Winners | 87 | 80 | 93 | 87 | 80 | 93 |
Avg Bars in Losers | 112 | 117 | 106 | 112 | 117 | 106 |
Bars Traded | 24691 | 12197 | 12494 | 24691 | 12197 | 12494 |
Profit Streak | 7.6944 | 7.6944 | 7.934 | 7.6944 | 7.6944 | 7.934 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39597 | -580166 | 307550 | -160483 | -580166 | 270820 |
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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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