Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 19105.5453 | -7730.8624 | 26836.4077 | 16632.0656 | -15467.6539 | 32099.7195 |
Total P&L (%) | 19.1055 | -7.7309 | 26.8364 | 16.6321 | -15.4677 | 32.0997 |
Avg Daily Profit (%) | 0.3669 | -0.1484 | 0.5153 | 0.2959 | -0.3221 | 0.536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27927 | -28992 | -4127 | -37188 | -39908 | -5169 |
Profit Factor | 1.1896 | 0.8889 | 1.8611 | 1.1252 | 0.8328 | 1.7957 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 51.8072 | 48.1928 | 55.4217 | 51.8072 | 48.1928 | 55.4217 |
Ratio Avg Win / Avg Loss | 1.1066 | 0.9556 | 1.4969 | 1.0467 | 0.8953 | 1.4444 |
Largest Winning Trade | 7503 | 7503 | 4655 | 9634 | 9634 | 6368 |
Largest Losing Trade | -10970 | -10970 | -3475 | -15565 | -15565 | -4535 |
Avg Bars in Trades | 144 | 151 | 138 | 144 | 151 | 138 |
Avg Bars in Winners | 126 | 114 | 137 | 126 | 114 | 137 |
Avg Bars in Losers | 164 | 185 | 139 | 164 | 185 | 139 |
Bars Traded | 24043 | 12560 | 11482 | 24043 | 12560 | 11482 |
Profit Streak | 8.6333 | 0 | 8.7917 | 8.6333 | 0 | 8.7917 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10695 | -583869 | 335982 | -83788 | -583869 | 344644 |
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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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