Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12703.668 | -22704.2594 | 35407.9274 | 835.6215 | -39017.6028 | 39853.2243 |
Total P&L (%) | 12.7037 | -22.7043 | 35.4079 | 0.8356 | -39.0176 | 39.8532 |
Avg Daily Profit (%) | 0.1463 | -0.2615 | 0.4079 | 0.0096 | -0.5681 | 0.3871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49895 | -50901 | -19854 | -77545 | -75453 | -28147 |
Profit Factor | 1.0681 | 0.8131 | 1.5432 | 1.003 | 0.7802 | 1.4103 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 71.9577 | 72.3404 | 71.5789 | 71.9577 | 72.3404 | 71.5789 |
Ratio Avg Win / Avg Loss | 0.4162 | 0.3109 | 0.6128 | 0.3909 | 0.2983 | 0.56 |
Largest Winning Trade | 5418 | 5418 | 4502 | 7775 | 7775 | 5505 |
Largest Losing Trade | -25631 | -25631 | -9998 | -33104 | -33104 | -16271 |
Avg Bars in Trades | 130 | 133 | 128 | 130 | 133 | 128 |
Avg Bars in Winners | 70 | 67 | 73 | 70 | 67 | 73 |
Avg Bars in Losers | 284 | 304 | 266 | 284 | 304 | 266 |
Bars Traded | 24716 | 12502 | 12214 | 24716 | 12502 | 12214 |
Profit Streak | 0.2841 | 0.2841 | 4.8223 | 0.2841 | 0.2841 | 4.8223 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -227700 | -583513 | 334590 | -565679 | -583513 | 303197 |
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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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