Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63528.1736 | -4064.406 | 67592.5795 | 60112.4857 | -11990.2892 | 72102.7749 |
Total P&L (%) | 63.5282 | -4.0644 | 67.5926 | 60.1125 | -11.9903 | 72.1028 |
Avg Daily Profit (%) | 0.2439 | -0.0156 | 0.2596 | 0.1809 | -0.049 | 0.2087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33027 | -35061 | -16227 | -35355 | -44293 | -16348 |
Profit Factor | 1.3277 | 0.9712 | 2.2775 | 1.276 | 0.9245 | 2.2214 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 64.3411 | 63.0769 | 65.625 | 64.3411 | 63.0769 | 65.625 |
Ratio Avg Win / Avg Loss | 0.7358 | 0.5685 | 1.193 | 0.7072 | 0.5412 | 1.1636 |
Largest Winning Trade | 10450 | 10450 | 6642 | 9710 | 9710 | 8175 |
Largest Losing Trade | -28643 | -28643 | -9876 | -30740 | -30740 | -10479 |
Avg Bars in Trades | 190 | 198 | 182 | 190 | 198 | 182 |
Avg Bars in Winners | 112 | 97 | 127 | 112 | 97 | 127 |
Avg Bars in Losers | 330 | 371 | 286 | 330 | 371 | 286 |
Bars Traded | 24566 | 12896 | 11670 | 24566 | 12896 | 11670 |
Profit Streak | 5.0477 | 5.0477 | 17.6206 | 5.0477 | 5.0477 | 17.6206 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310812 | -710974 | -125879 | 271846 | -710974 | -126262 |
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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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