Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74826.407 | -4575.8986 | 79402.3056 | -6575.2743 | 9248.4556 | -15823.7298 |
Total P&L (%) | 74.8264 | -4.5759 | 79.4023 | -6.5753 | 9.2485 | -15.8237 |
Avg Daily Profit (%) | 0.1437 | -0.0088 | 0.1525 | -0.0131 | 0.017 | -0.0331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80172 | -97838 | -59743 | -141667 | -74413 | -122252 |
Profit Factor | 1.1367 | 0.9853 | 1.3366 | 0.9892 | 1.0309 | 0.9487 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 58.2353 | 52.9412 | 63.5294 | 58.2353 | 52.9412 | 63.5294 |
Ratio Avg Win / Avg Loss | 0.8152 | 0.8758 | 0.7673 | 0.7094 | 0.9163 | 0.5446 |
Largest Winning Trade | 24349 | 22910 | 24349 | 22285 | 22285 | 22171 |
Largest Losing Trade | -43089 | -25980 | -43089 | -90215 | -20656 | -90215 |
Avg Bars in Trades | 145 | 148 | 143 | 145 | 148 | 143 |
Avg Bars in Winners | 96 | 99 | 93 | 96 | 99 | 93 |
Avg Bars in Losers | 213 | 202 | 228 | 213 | 202 | 228 |
Bars Traded | 24749 | 12591 | 12158 | 24749 | 12591 | 12158 |
Profit Streak | 8.4201 | 8.4201 | 22.4409 | 8.4201 | 8.4201 | 22.4409 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70050 | -580167 | 306026 | -577789 | -523545 | -578132 |
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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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