Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39678.0502 | -18523.2594 | 58201.3096 | 26336.708 | -35140.6855 | 61477.3934 |
Total P&L (%) | 39.6781 | -18.5233 | 58.2013 | 26.3367 | -35.1407 | 61.4774 |
Avg Daily Profit (%) | 0.1524 | -0.0711 | 0.2235 | 0.0898 | -0.1661 | 0.1842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73710 | -49899 | -52452 | -93723 | -68472 | -66708 |
Profit Factor | 1.1391 | 0.8601 | 1.3808 | 1.0735 | 0.7934 | 1.3268 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 169 | 83 | 86 | 169 | 83 | 86 |
Losing Trades | 138 | 71 | 67 | 138 | 71 | 67 |
Profitability (%) | 55.0489 | 53.8961 | 56.2092 | 55.0489 | 53.8961 | 56.2092 |
Ratio Avg Win / Avg Loss | 0.9302 | 0.7357 | 1.0758 | 0.8766 | 0.6787 | 1.0337 |
Largest Winning Trade | 8863 | 4894 | 8863 | 12935 | 6972 | 12935 |
Largest Losing Trade | -21810 | -14694 | -21810 | -29974 | -21487 | -29974 |
Avg Bars in Trades | 79 | 36 | 123 | 79 | 36 | 123 |
Avg Bars in Winners | 66 | 27 | 103 | 66 | 27 | 103 |
Avg Bars in Losers | 96 | 46 | 149 | 96 | 46 | 149 |
Bars Traded | 24515 | 5574 | 18941 | 24515 | 5574 | 18941 |
Profit Streak | 7.9024 | 7.9024 | 14.6837 | 7.9024 | 7.9024 | 14.6837 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62191 | -580463 | 315357 | -215814 | -580741 | 299236 |
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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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