Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74916.9751 | -807.9713 | 75724.9464 | 79221.7997 | -14147.0739 | 93368.8736 |
Total P&L (%) | 74.917 | -0.808 | 75.7249 | 79.2218 | -14.1471 | 93.3689 |
Avg Daily Profit (%) | 0.2877 | -0.0031 | 0.2908 | 0.2243 | -0.0586 | 0.2535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52080 | -24335 | -37578 | -103358 | -45636 | -72721 |
Profit Factor | 1.306 | 0.993 | 1.5885 | 1.1808 | 0.9297 | 1.3941 |
Total Trades | 267 | 134 | 133 | 267 | 134 | 133 |
Winning Trades | 147 | 69 | 78 | 147 | 69 | 78 |
Losing Trades | 120 | 65 | 55 | 120 | 65 | 55 |
Profitability (%) | 55.0562 | 51.4925 | 58.6466 | 55.0562 | 51.4925 | 58.6466 |
Ratio Avg Win / Avg Loss | 1.0662 | 0.9355 | 1.1201 | 0.9639 | 0.8758 | 0.983 |
Largest Winning Trade | 20908 | 20908 | 12107 | 30226 | 30226 | 20705 |
Largest Losing Trade | -21914 | -11141 | -21914 | -47475 | -16337 | -47475 |
Avg Bars in Trades | 91 | 34 | 149 | 91 | 34 | 149 |
Avg Bars in Winners | 76 | 26 | 121 | 76 | 26 | 121 |
Avg Bars in Losers | 110 | 41 | 190 | 110 | 41 | 190 |
Bars Traded | 24501 | 4564 | 19937 | 24501 | 4564 | 19937 |
Profit Streak | 7.5738 | 7.5738 | 7.7092 | 7.5738 | 7.5738 | 7.7092 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387321 | -581038 | 407834 | -13188 | -581038 | 293600 |
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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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