Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38892.9375 | 47359.8602 | -8466.9227 | 5737.6309 | 34748.6297 | -29010.9988 |
Total P&L (%) | 38.8929 | 47.3599 | -8.4669 | 5.7376 | 34.7486 | -29.011 |
Avg Daily Profit (%) | 0.1493 | 0.1819 | -0.0325 | 0.0214 | 0.1146 | -0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50923 | -22248 | -62710 | -63928 | -27326 | -77509 |
Profit Factor | 1.1242 | 1.3725 | 0.9545 | 1.0168 | 1.2554 | 0.8585 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 77.8195 | 77.4436 | 78.1955 | 77.8195 | 77.4436 | 78.1955 |
Ratio Avg Win / Avg Loss | 0.3204 | 0.3998 | 0.2661 | 0.2898 | 0.3657 | 0.2394 |
Largest Winning Trade | 11557 | 6071 | 11557 | 8440 | 6248 | 8440 |
Largest Losing Trade | -35603 | -16181 | -35603 | -54797 | -18062 | -54797 |
Avg Bars in Trades | 91 | 90 | 92 | 91 | 90 | 92 |
Avg Bars in Winners | 41 | 41 | 42 | 41 | 41 | 42 |
Avg Bars in Losers | 266 | 260 | 273 | 266 | 260 | 273 |
Bars Traded | 24378 | 12052 | 12326 | 24378 | 12052 | 12326 |
Profit Streak | 6.5778 | 12.2653 | 6.5778 | 6.5778 | 12.2653 | 6.5778 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76231 | 309619 | -576866 | -528395 | -40722 | -576866 |
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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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