Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63847.3389 | 9514.4139 | 54332.925 | 59471.4607 | -4708.9562 | 64180.4169 |
Total P&L (%) | 63.8473 | 9.5144 | 54.3329 | 59.4715 | -4.709 | 64.1804 |
Avg Daily Profit (%) | 0.2452 | 0.0365 | 0.2086 | 0.1794 | -0.0185 | 0.1906 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51744 | -29940 | -43113 | -105027 | -58979 | -82690 |
Profit Factor | 1.2936 | 1.098 | 1.4514 | 1.1585 | 0.9724 | 1.3134 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 69.4611 | 62.6506 | 76.1905 | 69.4611 | 62.6506 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.5687 | 0.6546 | 0.4536 | 0.5093 | 0.5797 | 0.4104 |
Largest Winning Trade | 10266 | 10266 | 8407 | 19552 | 19552 | 13872 |
Largest Losing Trade | -20654 | -12106 | -20654 | -37162 | -27397 | -37162 |
Avg Bars in Trades | 145 | 90 | 200 | 145 | 90 | 200 |
Avg Bars in Winners | 84 | 45 | 115 | 84 | 45 | 115 |
Avg Bars in Losers | 285 | 165 | 470 | 285 | 165 | 470 |
Bars Traded | 24348 | 7521 | 16827 | 24348 | 7521 | 16827 |
Profit Streak | 6.4547 | 9.7151 | 6.4547 | 6.4547 | 9.7151 | 6.4547 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329105 | -423431 | 310748 | -37933 | -579923 | 298450 |
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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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