Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54400.9439 | -1638.9335 | 56039.8774 | 40869.7927 | -18242.3923 | 59112.1849 |
Total P&L (%) | 54.4009 | -1.6389 | 56.0399 | 40.8698 | -18.2424 | 59.1122 |
Avg Daily Profit (%) | 0.2089 | -0.0063 | 0.2152 | 0.1317 | -0.0773 | 0.1785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40536 | -25619 | -29238 | -75432 | -49068 | -44898 |
Profit Factor | 1.2053 | 0.9895 | 1.515 | 1.1078 | 0.9184 | 1.3797 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 113 | 53 | 60 | 113 | 53 | 60 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 63.8418 | 60.2273 | 67.4157 | 63.8418 | 60.2273 | 67.4157 |
Ratio Avg Win / Avg Loss | 0.6826 | 0.6534 | 0.7323 | 0.6274 | 0.6065 | 0.6669 |
Largest Winning Trade | 13491 | 13491 | 8552 | 15730 | 15730 | 12664 |
Largest Losing Trade | -19500 | -16876 | -19500 | -28748 | -25921 | -28748 |
Avg Bars in Trades | 139 | 143 | 134 | 139 | 143 | 134 |
Avg Bars in Winners | 82 | 79 | 84 | 82 | 79 | 84 |
Avg Bars in Losers | 239 | 241 | 236 | 239 | 241 | 236 |
Bars Traded | 24607 | 12652 | 11955 | 24607 | 12652 | 11955 |
Profit Streak | 3.7176 | 0 | 7.9363 | 3.7176 | 0 | 7.9363 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 192238 | -581166 | 306297 | -122190 | -581166 | 272614 |
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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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