Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146973.0464 | -12994.9233 | 159967.9697 | 10318.9801 | -38678.7557 | 48997.7358 |
Total P&L (%) | 146.973 | -12.9949 | 159.968 | 10.319 | -38.6788 | 48.9977 |
Avg Daily Profit (%) | 0.1428 | -0.0126 | 0.1554 | 0.0095 | -0.0475 | 0.0387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100431 | -161395 | -56321 | -78416 | -94378 | -42555 |
Profit Factor | 1.2094 | 0.9711 | 1.6356 | 1.0254 | 0.8477 | 1.3208 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 127 | 57 | 70 | 127 | 57 | 70 |
Losing Trades | 63 | 38 | 25 | 63 | 38 | 25 |
Profitability (%) | 66.8421 | 60 | 73.6842 | 66.8421 | 60 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.5999 | 0.6474 | 0.5841 | 0.5086 | 0.5651 | 0.4717 |
Largest Winning Trade | 24180 | 24180 | 16790 | 14603 | 14603 | 13722 |
Largest Losing Trade | -49369 | -39238 | -49369 | -39238 | -39238 | -37909 |
Avg Bars in Trades | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Winners | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Losers | 28 | 28 | 29 | 28 | 28 | 29 |
Bars Traded | 3047 | 1595 | 1453 | 3047 | 1595 | 1453 |
Profit Streak | 17.1003 | 17.1003 | 44.767 | 17.1003 | 17.1003 | 44.767 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 13376 | -578934 | 448387 | -525292 | -578934 | -139125 |
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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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