Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52820.8942 | -8763.2482 | 61584.1424 | 43599.1484 | -20342.6688 | 63941.8172 |
Total P&L (%) | 52.8209 | -8.7632 | 61.5841 | 43.5991 | -20.3427 | 63.9418 |
Avg Daily Profit (%) | 0.2028 | -0.0337 | 0.2365 | 0.139 | -0.0873 | 0.19 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34977 | -33624 | -33290 | -54415 | -50215 | -51785 |
Profit Factor | 1.2386 | 0.939 | 1.7922 | 1.1334 | 0.9008 | 1.5257 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 127 | 60 | 67 | 127 | 60 | 67 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 74.7059 | 70.5882 | 78.8235 | 74.7059 | 70.5882 | 78.8235 |
Ratio Avg Win / Avg Loss | 0.4194 | 0.3912 | 0.4815 | 0.3838 | 0.3753 | 0.4099 |
Largest Winning Trade | 8441 | 8441 | 6949 | 12687 | 12687 | 10858 |
Largest Losing Trade | -21780 | -12742 | -21780 | -33205 | -21291 | -33205 |
Avg Bars in Trades | 143 | 156 | 130 | 143 | 156 | 130 |
Avg Bars in Winners | 84 | 82 | 85 | 84 | 82 | 85 |
Avg Bars in Losers | 318 | 332 | 299 | 318 | 332 | 299 |
Bars Traded | 24393 | 13274 | 11119 | 24393 | 13274 | 11119 |
Profit Streak | 3.2928 | 3.2928 | 13.2615 | 3.2928 | 3.2928 | 13.2615 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 260873 | -580425 | 426630 | -82032 | -580425 | 388288 |
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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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