Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50927.1687 | -1295.649 | 52222.8177 | 37930.6845 | -14944.4943 | 52875.1788 |
Total P&L (%) | 50.9272 | -1.2956 | 52.2228 | 37.9307 | -14.9445 | 52.8752 |
Avg Daily Profit (%) | 0.1956 | -0.005 | 0.2005 | 0.1236 | -0.0621 | 0.1631 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42533 | -32842 | -21772 | -51358 | -41336 | -25496 |
Profit Factor | 1.2222 | 0.9907 | 1.5841 | 1.1493 | 0.9059 | 1.555 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 69.6429 | 67.8571 | 71.4286 | 69.6429 | 67.8571 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.5327 | 0.4693 | 0.6337 | 0.501 | 0.4291 | 0.622 |
Largest Winning Trade | 8773 | 8773 | 7659 | 9075 | 9075 | 7966 |
Largest Losing Trade | -22825 | -22825 | -20835 | -25198 | -25198 | -21158 |
Avg Bars in Trades | 145 | 155 | 136 | 145 | 155 | 136 |
Avg Bars in Winners | 92 | 83 | 101 | 92 | 83 | 101 |
Avg Bars in Losers | 267 | 307 | 222 | 267 | 307 | 222 |
Bars Traded | 24519 | 13066 | 11453 | 24519 | 13066 | 11453 |
Profit Streak | 7.3323 | 14.8219 | 7.3323 | 7.3323 | 14.8219 | 7.3323 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 287768 | -578318 | 341640 | -84720 | -578318 | 325292 |
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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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