Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 48628.6565 | -6343.0217 | 54971.6781 | 33642.0855 | -19958.7131 | 53600.7986 |
Total P&L (%) | 48.6287 | -6.343 | 54.9717 | 33.6421 | -19.9587 | 53.6008 |
Avg Daily Profit (%) | 0.1867 | -0.0244 | 0.2111 | 0.1114 | -0.0855 | 0.1649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67692 | -34113 | -39209 | -117123 | -57708 | -71275 |
Profit Factor | 1.1593 | 0.9649 | 1.4406 | 1.0724 | 0.9262 | 1.2758 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 174 | 86 | 88 | 174 | 86 | 88 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 72.1992 | 71.0744 | 73.3333 | 72.1992 | 71.0744 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.4464 | 0.3927 | 0.5238 | 0.4129 | 0.3769 | 0.4639 |
Largest Winning Trade | 9017 | 8185 | 9017 | 14214 | 14214 | 12214 |
Largest Losing Trade | -17408 | -16209 | -17408 | -31514 | -22896 | -31514 |
Avg Bars in Trades | 100 | 107 | 94 | 100 | 107 | 94 |
Avg Bars in Winners | 51 | 53 | 49 | 51 | 53 | 49 |
Avg Bars in Losers | 229 | 239 | 217 | 229 | 239 | 217 |
Bars Traded | 24324 | 12971 | 11353 | 24324 | 12971 | 11353 |
Profit Streak | 3.9289 | 3.9289 | 11.1372 | 3.9289 | 3.9289 | 11.1372 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38040 | -579960 | 332528 | -186691 | -579960 | 278786 |
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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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