Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70894.4729 | 9948.0675 | 60946.4054 | 68052.1866 | -414.7979 | 68466.9845 |
Total P&L (%) | 70.8945 | 9.9481 | 60.9464 | 68.0522 | -0.4148 | 68.467 |
Avg Daily Profit (%) | 0.2722 | 0.0382 | 0.234 | 0.1995 | -0.0016 | 0.2005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37038 | -24402 | -24814 | -60657 | -35268 | -40311 |
Profit Factor | 1.2626 | 1.0585 | 1.6099 | 1.1772 | 0.9982 | 1.4599 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 60.9865 | 58.9286 | 63.0631 | 60.9865 | 58.9286 | 63.0631 |
Ratio Avg Win / Avg Loss | 0.8077 | 0.7378 | 0.943 | 0.7531 | 0.6957 | 0.8551 |
Largest Winning Trade | 13171 | 13171 | 7295 | 12849 | 12849 | 9966 |
Largest Losing Trade | -18399 | -18399 | -15865 | -27796 | -25847 | -27796 |
Avg Bars in Trades | 110 | 127 | 93 | 110 | 127 | 93 |
Avg Bars in Winners | 82 | 85 | 80 | 82 | 85 | 80 |
Avg Bars in Losers | 154 | 187 | 116 | 154 | 187 | 116 |
Bars Traded | 24654 | 14282 | 10372 | 24654 | 14282 | 10372 |
Profit Streak | 4.4088 | 7.8776 | 4.4088 | 4.4088 | 7.8776 | 4.4088 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314594 | -464415 | 296723 | -17489 | -579713 | 272942 |
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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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