Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 29358.0849 | -21521.0246 | 50879.1096 | 10109.101 | -38096.2643 | 48205.3653 |
Total P&L (%) | 29.3581 | -21.521 | 50.8791 | 10.1091 | -38.0963 | 48.2054 |
Avg Daily Profit (%) | 0.1127 | -0.0826 | 0.1954 | 0.037 | -0.184 | 0.1512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59924 | -37046 | -33071 | -76920 | -48828 | -39355 |
Profit Factor | 1.1105 | 0.8676 | 1.4931 | 1.0324 | 0.8026 | 1.4047 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 66.474 | 60.9195 | 72.093 | 66.474 | 60.9195 | 72.093 |
Ratio Avg Win / Avg Loss | 0.5601 | 0.5566 | 0.578 | 0.5207 | 0.5149 | 0.5437 |
Largest Winning Trade | 8497 | 8497 | 7905 | 9871 | 9871 | 9218 |
Largest Losing Trade | -21157 | -17693 | -21157 | -25686 | -20284 | -25686 |
Avg Bars in Trades | 142 | 146 | 139 | 142 | 146 | 139 |
Avg Bars in Winners | 97 | 94 | 101 | 97 | 94 | 101 |
Avg Bars in Losers | 231 | 227 | 237 | 231 | 227 | 237 |
Bars Traded | 24704 | 12720 | 11984 | 24704 | 12720 | 11984 |
Profit Streak | 5.3117 | 5.3117 | 14.3013 | 5.3117 | 5.3117 | 14.3013 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143013 | -579622 | 321133 | -489124 | -579622 | 280223 |
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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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