Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24621.5099 | -16572.7567 | 41194.2666 | 12464.0773 | -31444.2112 | 43908.2885 |
Total P&L (%) | 24.6215 | -16.5728 | 41.1943 | 12.4641 | -31.4442 | 43.9083 |
Avg Daily Profit (%) | 0.2836 | -0.1909 | 0.4745 | 0.1354 | -0.4339 | 0.4202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55564 | -52366 | -22667 | -86959 | -77927 | -30642 |
Profit Factor | 1.1222 | 0.8694 | 1.5529 | 1.0434 | 0.8266 | 1.4154 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 65.5367 | 68.5393 | 62.5 | 65.5367 | 68.5393 | 62.5 |
Ratio Avg Win / Avg Loss | 0.5901 | 0.3991 | 0.9317 | 0.5487 | 0.3794 | 0.8493 |
Largest Winning Trade | 12908 | 5982 | 12908 | 12300 | 8482 | 12300 |
Largest Losing Trade | -22278 | -22278 | -10223 | -27314 | -27314 | -16388 |
Avg Bars in Trades | 139 | 137 | 141 | 139 | 137 | 141 |
Avg Bars in Winners | 86 | 82 | 90 | 86 | 82 | 90 |
Avg Bars in Losers | 240 | 255 | 228 | 240 | 255 | 228 |
Bars Traded | 24683 | 12201 | 12482 | 24683 | 12201 | 12482 |
Profit Streak | 1.281 | 1.281 | 5.7011 | 1.281 | 1.281 | 5.7011 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84549 | -583055 | 327602 | -277143 | -583055 | 289326 |
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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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