Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47113.6728 | -9074.3455 | 56188.0182 | 23869.3542 | -21650.1228 | 45519.4769 |
Total P&L (%) | 47.1137 | -9.0743 | 56.188 | 23.8694 | -21.6501 | 45.5195 |
Avg Daily Profit (%) | 0.1809 | -0.0348 | 0.2158 | 0.0822 | -0.0936 | 0.1442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63429 | -39821 | -35469 | -82198 | -52449 | -43511 |
Profit Factor | 1.1577 | 0.952 | 1.512 | 1.0692 | 0.8986 | 1.3461 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 112 | 51 | 61 | 112 | 51 | 61 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 64.3678 | 58.6207 | 70.1149 | 64.3678 | 58.6207 | 70.1149 |
Ratio Avg Win / Avg Loss | 0.6409 | 0.672 | 0.6445 | 0.5919 | 0.6343 | 0.5738 |
Largest Winning Trade | 12556 | 12556 | 8474 | 13175 | 13175 | 9902 |
Largest Losing Trade | -24420 | -19774 | -24420 | -37113 | -19498 | -37113 |
Avg Bars in Trades | 140 | 145 | 135 | 140 | 145 | 135 |
Avg Bars in Winners | 105 | 97 | 111 | 105 | 97 | 111 |
Avg Bars in Losers | 204 | 214 | 191 | 204 | 214 | 191 |
Bars Traded | 24479 | 12681 | 11797 | 24479 | 12681 | 11797 |
Profit Streak | 5.8615 | 5.8615 | 12.8823 | 5.8615 | 5.8615 | 12.8823 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39779 | -580205 | 334186 | -230482 | -580205 | -895 |
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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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