Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49183.3116 | -10457.0907 | 59640.4023 | 25803.4959 | -23076.8332 | 48880.3291 |
Total P&L (%) | 49.1833 | -10.4571 | 59.6404 | 25.8035 | -23.0768 | 48.8803 |
Avg Daily Profit (%) | 0.1889 | -0.0402 | 0.229 | 0.0882 | -0.1007 | 0.1529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64526 | -35990 | -47017 | -79898 | -44947 | -57087 |
Profit Factor | 1.1618 | 0.9438 | 1.5054 | 1.0749 | 0.8911 | 1.3688 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 60.6061 | 58.5859 | 62.6263 | 60.6061 | 58.5859 | 62.6263 |
Ratio Avg Win / Avg Loss | 0.7552 | 0.6672 | 0.8984 | 0.6987 | 0.6299 | 0.8168 |
Largest Winning Trade | 25597 | 18385 | 25597 | 21657 | 19537 | 21657 |
Largest Losing Trade | -24439 | -14746 | -24439 | -33021 | -19517 | -33021 |
Avg Bars in Trades | 124 | 128 | 120 | 124 | 128 | 120 |
Avg Bars in Winners | 85 | 77 | 92 | 85 | 77 | 92 |
Avg Bars in Losers | 184 | 201 | 165 | 184 | 201 | 165 |
Bars Traded | 24647 | 12750 | 11897 | 24647 | 12750 | 11897 |
Profit Streak | 1.7355 | 1.7355 | 8.5376 | 1.7355 | 1.7355 | 8.5376 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38989 | -583660 | 300766 | -219368 | -583660 | 220586 |
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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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