Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70519.5437 | -1772.5786 | 72292.1223 | 70315.5716 | -22500.335 | 92815.9066 |
Total P&L (%) | 70.5195 | -1.7726 | 72.2921 | 70.3156 | -22.5003 | 92.8159 |
Avg Daily Profit (%) | 0.2708 | -0.0068 | 0.2776 | 0.2047 | -0.0978 | 0.2524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61958 | -36111 | -33875 | -109244 | -66563 | -55412 |
Profit Factor | 1.2958 | 0.9848 | 1.593 | 1.1895 | 0.8791 | 1.5015 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 58.1395 | 54.6512 | 61.6279 | 58.1395 | 54.6512 | 61.6279 |
Ratio Avg Win / Avg Loss | 0.933 | 0.8172 | 0.9919 | 0.8564 | 0.7294 | 0.9349 |
Largest Winning Trade | 9103 | 5851 | 9103 | 14577 | 9149 | 14577 |
Largest Losing Trade | -21473 | -15130 | -21473 | -37634 | -32412 | -37634 |
Avg Bars in Trades | 143 | 85 | 201 | 143 | 85 | 201 |
Avg Bars in Winners | 105 | 54 | 150 | 105 | 54 | 150 |
Avg Bars in Losers | 196 | 122 | 283 | 196 | 122 | 283 |
Bars Traded | 24634 | 7324 | 17310 | 24634 | 7324 | 17310 |
Profit Streak | 11.3892 | 11.3892 | 17.8683 | 11.3892 | 11.3892 | 17.8683 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315067 | -580803 | 361200 | -3981 | -580803 | 333320 |
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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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