Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 23807.4706 | -2008.3217 | 25815.7923 | 24185.8262 | -1721.2487 | 25907.0749 |
Total P&L (%) | 23.8075 | -2.0083 | 25.8158 | 24.1858 | -1.7212 | 25.9071 |
Avg Daily Profit (%) | 0.4571 | -0.0386 | 0.4957 | 0.4168 | -0.0333 | 0.4433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11104 | -6683 | -9339 | -12123 | -7086 | -10082 |
Profit Factor | 1.424 | 0.856 | 1.6118 | 1.3995 | 0.8846 | 1.5678 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 107 | 42 | 65 | 107 | 42 | 65 |
Losing Trades | 74 | 49 | 25 | 74 | 49 | 25 |
Profitability (%) | 59.116 | 46.1538 | 72.2222 | 59.116 | 46.1538 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.9848 | 0.9987 | 0.6199 | 0.9679 | 1.032 | 0.603 |
Largest Winning Trade | 8459 | 2789 | 8459 | 8328 | 3111 | 8328 |
Largest Losing Trade | -9173 | -1531 | -9173 | -9811 | -1630 | -9811 |
Avg Bars in Trades | 131 | 4 | 260 | 131 | 4 | 260 |
Avg Bars in Winners | 117 | 3 | 191 | 117 | 3 | 191 |
Avg Bars in Losers | 151 | 5 | 438 | 151 | 5 | 438 |
Bars Traded | 23852 | 421 | 23431 | 23852 | 421 | 23431 |
Profit Streak | 8.7686 | 8.7686 | 8.8623 | 8.7686 | 8.7686 | 8.8623 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 210067 | -583138 | 318394 | 201340 | -581472 | 294676 |
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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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