Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40793.6327 | -12360.4528 | 53154.0855 | 18741.3026 | -30882.9668 | 49624.2694 |
Total P&L (%) | 40.7936 | -12.3605 | 53.1541 | 18.7413 | -30.883 | 49.6243 |
Avg Daily Profit (%) | 0.1566 | -0.0475 | 0.2041 | 0.066 | -0.1417 | 0.1549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94491 | -53251 | -45001 | -145744 | -88072 | -66565 |
Profit Factor | 1.1341 | 0.9352 | 1.4677 | 1.0415 | 0.889 | 1.2869 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 64.5833 | 61.4583 | 67.7083 | 64.5833 | 61.4583 | 67.7083 |
Ratio Avg Win / Avg Loss | 0.6219 | 0.5865 | 0.7 | 0.5712 | 0.5575 | 0.6138 |
Largest Winning Trade | 13572 | 13572 | 8612 | 20076 | 20076 | 11991 |
Largest Losing Trade | -23706 | -15491 | -23706 | -47244 | -26918 | -47244 |
Avg Bars in Trades | 127 | 130 | 124 | 127 | 130 | 124 |
Avg Bars in Winners | 81 | 68 | 93 | 81 | 68 | 93 |
Avg Bars in Losers | 211 | 228 | 189 | 211 | 228 | 189 |
Bars Traded | 24482 | 12512 | 11970 | 24482 | 12512 | 11970 |
Profit Streak | 3.843 | 3.843 | 10.9264 | 3.843 | 3.843 | 10.9264 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67584 | -581351 | 301794 | -287010 | -581351 | 238100 |
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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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