Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42236.5572 | -7552.637 | 49789.1943 | 22987.3048 | -26334.7688 | 49322.0736 |
Total P&L (%) | 42.2366 | -7.5526 | 49.7892 | 22.9873 | -26.3348 | 49.3221 |
Avg Daily Profit (%) | 0.1622 | -0.029 | 0.1912 | 0.0795 | -0.1173 | 0.1541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71474 | -35892 | -53859 | -138976 | -65102 | -110123 |
Profit Factor | 1.1664 | 0.9387 | 1.3812 | 1.0521 | 0.8744 | 1.213 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 144 | 68 | 76 | 144 | 68 | 76 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 70.5882 | 66.6667 | 74.5098 | 70.5882 | 66.6667 | 74.5098 |
Ratio Avg Win / Avg Loss | 0.486 | 0.4694 | 0.4725 | 0.4384 | 0.4372 | 0.415 |
Largest Winning Trade | 9711 | 6007 | 9711 | 12239 | 11952 | 12239 |
Largest Losing Trade | -26356 | -13408 | -26356 | -53819 | -22961 | -53819 |
Avg Bars in Trades | 120 | 74 | 167 | 120 | 74 | 167 |
Avg Bars in Winners | 76 | 36 | 112 | 76 | 36 | 112 |
Avg Bars in Losers | 227 | 149 | 329 | 227 | 149 | 329 |
Bars Traded | 24678 | 7574 | 17104 | 24678 | 7574 | 17104 |
Profit Streak | 2.5903 | 2.5903 | 11.6945 | 2.5903 | 2.5903 | 11.6945 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32645 | -581549 | 308270 | -255330 | -581549 | 258353 |
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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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