Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 28179.1936 | -15346.4145 | 43525.6081 | 17752.0896 | -42626.1278 | 60378.2174 |
Total P&L (%) | 28.1792 | -15.3464 | 43.5256 | 17.7521 | -42.6261 | 60.3782 |
Avg Daily Profit (%) | 0.3246 | -0.1768 | 0.5014 | 0.1884 | -0.638 | 0.5456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58725 | -57441 | -20542 | -108699 | -106297 | -39009 |
Profit Factor | 1.134 | 0.8867 | 1.5817 | 1.0457 | 0.8298 | 1.4375 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 66.2745 | 65.625 | 66.9291 | 66.2745 | 65.625 | 66.9291 |
Ratio Avg Win / Avg Loss | 0.5771 | 0.4645 | 0.7815 | 0.5321 | 0.4347 | 0.7103 |
Largest Winning Trade | 5592 | 5592 | 4781 | 9291 | 9291 | 7554 |
Largest Losing Trade | -25867 | -25867 | -6148 | -41376 | -41376 | -11949 |
Avg Bars in Trades | 96 | 99 | 94 | 96 | 99 | 94 |
Avg Bars in Winners | 55 | 52 | 57 | 55 | 52 | 57 |
Avg Bars in Losers | 178 | 189 | 167 | 178 | 189 | 167 |
Bars Traded | 24697 | 12738 | 11959 | 24697 | 12738 | 11959 |
Profit Streak | 0 | 0 | 3.3406 | 0 | 0 | 3.3406 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67903 | -580913 | 301049 | -171302 | -580913 | 318553 |
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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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