Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70381.4614 | -10609.0433 | 80990.5047 | 20358.0771 | -28382.0578 | 48740.1349 |
Total P&L (%) | 70.3815 | -10.609 | 80.9905 | 20.3581 | -28.3821 | 48.7401 |
Avg Daily Profit (%) | 0.1351 | -0.0204 | 0.1555 | 0.0356 | -0.0641 | 0.0763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56181 | -49642 | -43212 | -66608 | -55945 | -52783 |
Profit Factor | 1.1916 | 0.946 | 1.474 | 1.0584 | 0.8448 | 1.2936 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 56.9892 | 51.6129 | 62.3656 | 56.9892 | 51.6129 | 62.3656 |
Ratio Avg Win / Avg Loss | 0.8993 | 0.8869 | 0.8895 | 0.7988 | 0.792 | 0.7806 |
Largest Winning Trade | 14478 | 13904 | 14478 | 15971 | 12703 | 15971 |
Largest Losing Trade | -41874 | -25997 | -41874 | -51796 | -21357 | -51796 |
Avg Bars in Trades | 129 | 136 | 121 | 129 | 136 | 121 |
Avg Bars in Winners | 96 | 107 | 87 | 96 | 107 | 87 |
Avg Bars in Losers | 172 | 167 | 178 | 172 | 167 | 178 |
Bars Traded | 24029 | 12689 | 11339 | 24029 | 12689 | 11339 |
Profit Streak | 6.3989 | 6.3989 | 21.2114 | 6.3989 | 6.3989 | 21.2114 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21590 | -580752 | 321026 | -307531 | -580752 | -91998 |
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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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