Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57309.5343 | -8555.6549 | 65865.1892 | 54303.864 | -12471.2497 | 66775.1137 |
Total P&L (%) | 57.3095 | -8.5557 | 65.8652 | 54.3039 | -12.4713 | 66.7751 |
Avg Daily Profit (%) | 0.2201 | -0.0329 | 0.2529 | 0.1667 | -0.0511 | 0.1966 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34403 | -13365 | -31553 | -69685 | -20763 | -64538 |
Profit Factor | 1.3096 | 0.7753 | 1.4479 | 1.1767 | 0.7876 | 1.2687 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 121 | 53 | 68 | 121 | 53 | 68 |
Losing Trades | 72 | 44 | 28 | 72 | 44 | 28 |
Profitability (%) | 62.6943 | 54.6392 | 70.8333 | 62.6943 | 54.6392 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.7792 | 0.6436 | 0.5962 | 0.7002 | 0.6538 | 0.5224 |
Largest Winning Trade | 17733 | 2918 | 17733 | 22761 | 5420 | 22761 |
Largest Losing Trade | -17156 | -3628 | -17156 | -32250 | -7411 | -32250 |
Avg Bars in Trades | 128 | 3 | 255 | 128 | 3 | 255 |
Avg Bars in Winners | 91 | 1 | 160 | 91 | 1 | 160 |
Avg Bars in Losers | 191 | 4 | 484 | 191 | 4 | 484 |
Bars Traded | 24811 | 316 | 24496 | 24811 | 316 | 24496 |
Profit Streak | 4.0208 | 4.0208 | 11.5729 | 4.0208 | 4.0208 | 11.5729 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266737 | -580773 | 361723 | -19492 | -581329 | 307157 |
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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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