Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 23066.3315 | -35384.8435 | 58451.175 | -12340.279 | -34833.4861 | 22493.2071 |
Total P&L (%) | 23.0663 | -35.3848 | 58.4512 | -12.3403 | -34.8335 | 22.4932 |
Avg Daily Profit (%) | 0.0886 | -0.1359 | 0.2245 | -0.0506 | -0.1643 | 0.0779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44811 | -44525 | -37884 | -55712 | -41850 | -54313 |
Profit Factor | 1.0578 | 0.7899 | 1.2536 | 0.9711 | 0.7939 | 1.0872 |
Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
Winning Trades | 205 | 88 | 117 | 205 | 88 | 117 |
Losing Trades | 97 | 63 | 34 | 97 | 63 | 34 |
Profitability (%) | 67.8808 | 58.2781 | 77.4834 | 67.8808 | 58.2781 | 77.4834 |
Ratio Avg Win / Avg Loss | 0.5005 | 0.5655 | 0.3643 | 0.4595 | 0.5684 | 0.3159 |
Largest Winning Trade | 10646 | 5497 | 10646 | 10149 | 5287 | 10149 |
Largest Losing Trade | -27939 | -27504 | -27939 | -32635 | -25596 | -32635 |
Avg Bars in Trades | 82 | 34 | 129 | 82 | 34 | 129 |
Avg Bars in Winners | 39 | 12 | 59 | 39 | 12 | 59 |
Avg Bars in Losers | 172 | 65 | 368 | 172 | 65 | 368 |
Bars Traded | 24780 | 5271 | 19509 | 24780 | 5271 | 19509 |
Profit Streak | 4.6692 | 4.6692 | 8.263 | 4.6692 | 4.6692 | 8.263 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -234271 | -579993 | 339483 | -576919 | -579993 | -216132 |
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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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