Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33721.794 | -17539.8214 | 51261.6154 | 15274.9439 | -26930.3122 | 42205.2562 |
Total P&L (%) | 33.7218 | -17.5398 | 51.2616 | 15.2749 | -26.9303 | 42.2053 |
Avg Daily Profit (%) | 0.1295 | -0.0674 | 0.1968 | 0.0546 | -0.1204 | 0.1353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71939 | -39900 | -41330 | -120560 | -64648 | -68867 |
Profit Factor | 1.116 | 0.9007 | 1.4491 | 1.0361 | 0.8913 | 1.2403 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 157 | 76 | 81 | 157 | 76 | 81 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 70.4036 | 67.8571 | 72.973 | 70.4036 | 67.8571 | 72.973 |
Ratio Avg Win / Avg Loss | 0.4691 | 0.4266 | 0.5367 | 0.4356 | 0.4222 | 0.4594 |
Largest Winning Trade | 8294 | 7114 | 8294 | 11800 | 11800 | 10681 |
Largest Losing Trade | -22781 | -14884 | -22781 | -46910 | -22587 | -46910 |
Avg Bars in Trades | 109 | 113 | 104 | 109 | 113 | 104 |
Avg Bars in Winners | 57 | 51 | 63 | 57 | 51 | 63 |
Avg Bars in Losers | 231 | 245 | 215 | 231 | 245 | 215 |
Bars Traded | 24345 | 12753 | 11592 | 24345 | 12753 | 11592 |
Profit Streak | 0 | 0 | 9.9351 | 0 | 0 | 9.9351 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115127 | -580114 | 301623 | -310128 | -580114 | -13678 |
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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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