Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47546.5831 | -13241.6517 | 60788.2348 | 38926.674 | -24225.4122 | 63152.0863 |
Total P&L (%) | 47.5466 | -13.2417 | 60.7882 | 38.9267 | -24.2254 | 63.1521 |
Avg Daily Profit (%) | 0.1826 | -0.0508 | 0.2334 | 0.1263 | -0.1065 | 0.1881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40814 | -35750 | -34001 | -60829 | -48740 | -51666 |
Profit Factor | 1.1631 | 0.9041 | 1.396 | 1.0997 | 0.8674 | 1.3039 |
Total Trades | 668 | 334 | 334 | 668 | 334 | 334 |
Winning Trades | 495 | 218 | 277 | 495 | 218 | 277 |
Losing Trades | 173 | 116 | 57 | 173 | 116 | 57 |
Profitability (%) | 74.1018 | 65.2695 | 82.9341 | 74.1018 | 65.2695 | 82.9341 |
Ratio Avg Win / Avg Loss | 0.4065 | 0.4811 | 0.2873 | 0.3843 | 0.4615 | 0.2683 |
Largest Winning Trade | 7488 | 4324 | 7488 | 8015 | 5711 | 8015 |
Largest Losing Trade | -21478 | -17957 | -21478 | -34606 | -25663 | -34606 |
Avg Bars in Trades | 36 | 15 | 58 | 36 | 15 | 58 |
Avg Bars in Winners | 16 | 5 | 25 | 16 | 5 | 25 |
Avg Bars in Losers | 94 | 34 | 215 | 94 | 34 | 215 |
Bars Traded | 24671 | 5188 | 19483 | 24671 | 5188 | 19483 |
Profit Streak | 3.225 | 3.225 | 7.277 | 3.225 | 3.225 | 7.277 |
Trades During Streak | 4 | 2 | 8 | 4 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31300 | -578927 | 431982 | -133621 | -579204 | 403456 |
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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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