Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30916.439 | 41937.3451 | -11020.9061 | 5618.1215 | 26905.4708 | -21287.3492 |
Total P&L (%) | 30.9164 | 41.9373 | -11.0209 | 5.6181 | 26.9055 | -21.2873 |
Avg Daily Profit (%) | 0.1187 | 0.161 | -0.0423 | 0.021 | 0.0915 | -0.0919 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58538 | -35264 | -41556 | -56262 | -38197 | -49952 |
Profit Factor | 1.1277 | 1.4009 | 0.9198 | 1.022 | 1.2416 | 0.8522 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 79.2899 | 82.1429 | 76.4706 | 79.2899 | 82.1429 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.2946 | 0.3046 | 0.283 | 0.2669 | 0.2699 | 0.2622 |
Largest Winning Trade | 10850 | 9268 | 10850 | 7804 | 7804 | 7254 |
Largest Losing Trade | -30815 | -23190 | -30815 | -40510 | -25243 | -40510 |
Avg Bars in Trades | 142 | 142 | 142 | 142 | 142 | 142 |
Avg Bars in Winners | 68 | 73 | 64 | 68 | 73 | 64 |
Avg Bars in Losers | 423 | 460 | 395 | 423 | 460 | 395 |
Bars Traded | 24039 | 11949 | 12090 | 24039 | 11949 | 12090 |
Profit Streak | 7.7998 | 13.3832 | 7.7998 | 7.7998 | 13.3832 | 7.7998 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114349 | 303235 | -577655 | -523698 | -71931 | -577655 |
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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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