Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 29492.9702 | -15893.6684 | 45386.6386 | 9483.3735 | -19205.1884 | 28688.5619 |
Total P&L (%) | 29.493 | -15.8937 | 45.3866 | 9.4834 | -19.2052 | 28.6886 |
Avg Daily Profit (%) | 0.1133 | -0.061 | 0.1743 | 0.0348 | -0.0819 | 0.0969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53049 | -40258 | -37565 | -56312 | -35584 | -43807 |
Profit Factor | 1.1533 | 0.8564 | 1.5558 | 1.0505 | 0.8129 | 1.3363 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 65.5556 | 55.5556 | 75.5556 | 65.5556 | 55.5556 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.606 | 0.6851 | 0.5034 | 0.5519 | 0.6503 | 0.4323 |
Largest Winning Trade | 8905 | 8521 | 8905 | 9266 | 7342 | 9266 |
Largest Losing Trade | -28340 | -19854 | -28340 | -29183 | -19336 | -29183 |
Avg Bars in Trades | 271 | 290 | 252 | 271 | 290 | 252 |
Avg Bars in Winners | 180 | 176 | 183 | 180 | 176 | 183 |
Avg Bars in Losers | 445 | 434 | 466 | 445 | 434 | 466 |
Bars Traded | 24446 | 13090 | 11356 | 24446 | 13090 | 11356 |
Profit Streak | 2.3807 | 0 | 16.0057 | 2.3807 | 0 | 16.0057 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99081 | -581387 | 312896 | -479469 | -581387 | -65141 |
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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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