Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 29522.0545 | -18034.5351 | 47556.5896 | 8222.6631 | -30164.8371 | 38387.5002 |
Total P&L (%) | 29.5221 | -18.0345 | 47.5566 | 8.2227 | -30.1648 | 38.3875 |
Avg Daily Profit (%) | 0.1134 | -0.0693 | 0.1826 | 0.0303 | -0.1378 | 0.1248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72567 | -34650 | -46264 | -93781 | -43418 | -58769 |
Profit Factor | 1.1062 | 0.8967 | 1.4602 | 1.0245 | 0.854 | 1.2962 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 112 | 51 | 61 | 112 | 51 | 61 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 67.0659 | 60.7143 | 73.494 | 67.0659 | 60.7143 | 73.494 |
Ratio Avg Win / Avg Loss | 0.5432 | 0.5802 | 0.5266 | 0.5031 | 0.5526 | 0.4675 |
Largest Winning Trade | 11392 | 11392 | 8661 | 15585 | 15585 | 10115 |
Largest Losing Trade | -24312 | -19092 | -24312 | -35885 | -18233 | -35885 |
Avg Bars in Trades | 147 | 158 | 135 | 147 | 158 | 135 |
Avg Bars in Winners | 85 | 80 | 89 | 85 | 80 | 89 |
Avg Bars in Losers | 272 | 278 | 263 | 272 | 278 | 263 |
Bars Traded | 24549 | 13293 | 11256 | 24549 | 13293 | 11256 |
Profit Streak | 5.1122 | 5.1122 | 17.581 | 5.1122 | 5.1122 | 17.581 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146766 | -579653 | 303908 | -510049 | -579653 | -27209 |
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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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