Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 27177.0828 | -27677.5152 | 54854.598 | -8526.2787 | -43564.5981 | 35038.3193 |
Total P&L (%) | 27.1771 | -27.6775 | 54.8546 | -8.5263 | -43.5646 | 35.0383 |
Avg Daily Profit (%) | 0.1044 | -0.1063 | 0.2106 | -0.0342 | -0.2194 | 0.1154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63541 | -68286 | -34407 | -65984 | -70530 | -22821 |
Profit Factor | 1.1018 | 0.8278 | 1.5161 | 0.9605 | 0.6824 | 1.4444 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 65.9794 | 64.5833 | 67.3469 | 65.9794 | 64.5833 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.5681 | 0.454 | 0.7351 | 0.4953 | 0.3742 | 0.7003 |
Largest Winning Trade | 20452 | 20452 | 17371 | 13232 | 13232 | 11664 |
Largest Losing Trade | -33409 | -33409 | -26305 | -32933 | -32933 | -20429 |
Avg Bars in Trades | 250 | 271 | 230 | 250 | 271 | 230 |
Avg Bars in Winners | 137 | 160 | 115 | 137 | 160 | 115 |
Avg Bars in Losers | 469 | 472 | 466 | 469 | 472 | 466 |
Bars Traded | 24292 | 13012 | 11280 | 24292 | 13012 | 11280 |
Profit Streak | 14.4104 | 22.4729 | 14.4104 | 14.4104 | 22.4729 | 14.4104 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164415 | -578685 | 319783 | -577941 | -578685 | -39842 |
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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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