Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33597.1536 | 4471.5824 | 29125.5712 | 34403.3848 | -446.049 | 34849.4337 |
Total P&L (%) | 33.5972 | 4.4716 | 29.1256 | 34.4034 | -0.446 | 34.8494 |
Avg Daily Profit (%) | 0.6451 | 0.0859 | 0.5592 | 0.5693 | -0.0086 | 0.5757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16951 | -17096 | -11908 | -19681 | -24206 | -13503 |
Profit Factor | 1.2727 | 1.0727 | 1.4722 | 1.236 | 0.994 | 1.4883 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Losing Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Profitability (%) | 50.7937 | 51.0638 | 50.5263 | 50.7937 | 51.0638 | 50.5263 |
Ratio Avg Win / Avg Loss | 1.2329 | 1.028 | 1.4416 | 1.1974 | 0.9526 | 1.4573 |
Largest Winning Trade | 9225 | 7275 | 9225 | 12498 | 7390 | 12498 |
Largest Losing Trade | -6343 | -6343 | -4738 | -7077 | -7077 | -5565 |
Avg Bars in Trades | 131 | 143 | 119 | 131 | 143 | 119 |
Avg Bars in Winners | 161 | 167 | 155 | 161 | 167 | 155 |
Avg Bars in Losers | 99 | 117 | 83 | 99 | 117 | 83 |
Bars Traded | 24830 | 13445 | 11385 | 24830 | 13445 | 11385 |
Profit Streak | 4.7843 | 4.7843 | 4.9926 | 4.7843 | 4.7843 | 4.9926 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326432 | -385920 | 296345 | 297633 | -582019 | 313271 |
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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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