Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63576.2055 | -3087.9399 | 66664.1454 | 58083.2183 | -3414.8701 | 61498.0884 |
Total P&L (%) | 63.5762 | -3.0879 | 66.6641 | 58.0832 | -3.4149 | 61.4981 |
Avg Daily Profit (%) | 0.2441 | -0.0119 | 0.256 | 0.176 | -0.0133 | 0.1842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35555 | -14675 | -27574 | -75614 | -23010 | -59846 |
Profit Factor | 1.3554 | 0.9265 | 1.487 | 1.1941 | 0.9473 | 1.2623 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 53.3333 | 48 | 58.6667 | 53.3333 | 48 | 58.6667 |
Ratio Avg Win / Avg Loss | 1.1859 | 1.0037 | 1.0476 | 1.0448 | 1.0263 | 0.8894 |
Largest Winning Trade | 16681 | 5038 | 16681 | 27740 | 6331 | 27740 |
Largest Losing Trade | -21604 | -4960 | -21604 | -39638 | -8386 | -39638 |
Avg Bars in Trades | 161 | 11 | 311 | 161 | 11 | 311 |
Avg Bars in Winners | 177 | 11 | 313 | 177 | 11 | 313 |
Avg Bars in Losers | 142 | 12 | 307 | 142 | 12 | 307 |
Bars Traded | 24234 | 898 | 23336 | 24234 | 898 | 23336 |
Profit Streak | 6.2194 | 6.834 | 0 | 6.2194 | 6.834 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306324 | -636115 | -47848 | 3806 | -636392 | -51845 |
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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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