Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51294.7698 | -10790.5539 | 62085.3238 | 43438.8447 | -20577.377 | 64016.2217 |
Total P&L (%) | 51.2948 | -10.7906 | 62.0853 | 43.4388 | -20.5774 | 64.0162 |
Avg Daily Profit (%) | 0.197 | -0.0414 | 0.2384 | 0.1386 | -0.0884 | 0.1902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35908 | -28282 | -24836 | -64726 | -47616 | -41254 |
Profit Factor | 1.2236 | 0.9096 | 1.5642 | 1.1309 | 0.8802 | 1.3997 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 96 | 43 | 53 | 96 | 43 | 53 |
Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Profitability (%) | 43.6364 | 39.0909 | 48.1818 | 43.6364 | 39.0909 | 48.1818 |
Ratio Avg Win / Avg Loss | 1.5805 | 1.4173 | 1.6822 | 1.4607 | 1.3715 | 1.5054 |
Largest Winning Trade | 20642 | 18487 | 20642 | 27249 | 27249 | 20848 |
Largest Losing Trade | -9450 | -9450 | -8693 | -13338 | -11366 | -13338 |
Avg Bars in Trades | 111 | 99 | 123 | 111 | 99 | 123 |
Avg Bars in Winners | 170 | 147 | 189 | 170 | 147 | 189 |
Avg Bars in Losers | 65 | 68 | 62 | 65 | 68 | 62 |
Bars Traded | 24526 | 10895 | 13631 | 24526 | 10895 | 13631 |
Profit Streak | 3.3509 | 0 | 10.6009 | 3.3509 | 0 | 10.6009 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 127443 | -585010 | 338413 | -90008 | -585010 | 292027 |
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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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