Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78984.019 | 80603.3866 | -1619.3675 | -10036.8326 | 35138.6492 | -45175.4818 |
Total P&L (%) | 78.984 | 80.6034 | -1.6194 | -10.0368 | 35.1386 | -45.1755 |
Avg Daily Profit (%) | 0.1517 | 0.1548 | -0.0031 | -0.0203 | 0.0578 | -0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109259 | -70218 | -72153 | -79649 | -31232 | -64286 |
Profit Factor | 1.1402 | 1.3076 | 0.9946 | 0.9693 | 1.2695 | 0.7702 |
Total Trades | 283 | 141 | 142 | 283 | 141 | 142 |
Winning Trades | 197 | 94 | 103 | 197 | 94 | 103 |
Losing Trades | 86 | 47 | 39 | 86 | 47 | 39 |
Profitability (%) | 69.6113 | 66.6667 | 72.5352 | 69.6113 | 66.6667 | 72.5352 |
Ratio Avg Win / Avg Loss | 0.4977 | 0.6538 | 0.3766 | 0.4231 | 0.6347 | 0.2916 |
Largest Winning Trade | 13954 | 11280 | 13954 | 7232 | 6269 | 7232 |
Largest Losing Trade | -54515 | -30231 | -54515 | -55705 | -17677 | -55705 |
Avg Bars in Trades | 86 | 88 | 84 | 86 | 88 | 84 |
Avg Bars in Winners | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Losers | 190 | 183 | 198 | 190 | 183 | 198 |
Bars Traded | 24497 | 12432 | 12065 | 24497 | 12432 | 12065 |
Profit Streak | 7.1371 | 12.6996 | 7.1371 | 7.1371 | 12.6996 | 7.1371 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55744 | 310189 | -577453 | -575705 | -117199 | -577453 |
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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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