Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74692.2799 | 3721.0544 | 70971.2254 | 74237.8114 | -3640.5712 | 77878.3827 |
Total P&L (%) | 74.6923 | 3.7211 | 70.9712 | 74.2378 | -3.6406 | 77.8784 |
Avg Daily Profit (%) | 0.2868 | 0.0143 | 0.2725 | 0.2134 | -0.0142 | 0.2214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35495 | -33791 | -19360 | -37444 | -40837 | -22864 |
Profit Factor | 1.3223 | 1.0232 | 1.9928 | 1.2772 | 0.9804 | 1.9498 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 62.5 | 58.3333 | 66.6667 | 62.5 | 58.3333 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.7934 | 0.7309 | 0.9964 | 0.7663 | 0.7003 | 0.9749 |
Largest Winning Trade | 9309 | 9309 | 8148 | 9662 | 9662 | 8301 |
Largest Losing Trade | -29084 | -29084 | -13106 | -32191 | -32191 | -15241 |
Avg Bars in Trades | 147 | 148 | 146 | 147 | 148 | 146 |
Avg Bars in Winners | 99 | 82 | 115 | 99 | 82 | 115 |
Avg Bars in Losers | 226 | 240 | 208 | 226 | 240 | 208 |
Bars Traded | 24740 | 12459 | 12281 | 24740 | 12459 | 12281 |
Profit Streak | 2.4273 | 2.4273 | 14.9377 | 2.4273 | 2.4273 | 14.9377 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245387 | -538517 | 412290 | 212904 | -583105 | 393575 |
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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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