Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83869.0329 | -3074.6625 | 86943.6953 | 84773.8218 | -11448.2341 | 96222.0559 |
Total P&L (%) | 83.869 | -3.0747 | 86.9437 | 84.7738 | -11.4482 | 96.2221 |
Avg Daily Profit (%) | 0.3221 | -0.0118 | 0.3339 | 0.236 | -0.0467 | 0.2592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34934 | -41045 | -21108 | -39136 | -46925 | -17531 |
Profit Factor | 1.3755 | 0.9783 | 2.0666 | 1.407 | 0.9162 | 2.3406 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 60.1399 | 57.7465 | 62.5 | 60.1399 | 57.7465 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9117 | 0.7158 | 1.24 | 0.9325 | 0.6704 | 1.4044 |
Largest Winning Trade | 31210 | 7313 | 31210 | 43951 | 6383 | 43951 |
Largest Losing Trade | -30188 | -30188 | -10559 | -32169 | -32169 | -8750 |
Avg Bars in Trades | 172 | 175 | 169 | 172 | 175 | 169 |
Avg Bars in Winners | 105 | 91 | 118 | 105 | 91 | 118 |
Avg Bars in Losers | 274 | 290 | 255 | 274 | 290 | 255 |
Bars Traded | 24683 | 12451 | 12232 | 24683 | 12451 | 12232 |
Profit Streak | 4.6463 | 13.8858 | 4.6463 | 4.6463 | 13.8858 | 4.6463 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331158 | -666222 | -66092 | 311606 | -666222 | -66202 |
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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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