Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 23625.6824 | -13275.6933 | 36901.3757 | 7251.8023 | -31761.0012 | 39012.8035 |
Total P&L (%) | 23.6257 | -13.2757 | 36.9014 | 7.2518 | -31.761 | 39.0128 |
Avg Daily Profit (%) | 0.1672 | -0.0939 | 0.2611 | 0.0496 | -0.2701 | 0.2334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52037 | -35855 | -32117 | -89654 | -58189 | -56934 |
Profit Factor | 1.1839 | 0.8309 | 1.7391 | 1.036 | 0.7391 | 1.4907 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 30 | 20 | 10 | 30 | 20 | 10 |
Profitability (%) | 66.6667 | 55.5556 | 77.7778 | 66.6667 | 55.5556 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.592 | 0.6647 | 0.4969 | 0.518 | 0.5913 | 0.4259 |
Largest Winning Trade | 7169 | 5953 | 7169 | 9313 | 9313 | 8437 |
Largest Losing Trade | -32117 | -23801 | -32117 | -56934 | -38397 | -56934 |
Avg Bars in Trades | 71 | 75 | 67 | 71 | 75 | 67 |
Avg Bars in Winners | 56 | 54 | 57 | 56 | 54 | 57 |
Avg Bars in Losers | 101 | 101 | 99 | 101 | 101 | 99 |
Bars Traded | 6414 | 3388 | 3026 | 6414 | 3388 | 3026 |
Profit Streak | 397.8715 | 397.8715 | 404.2465 | 397.8715 | 397.8715 | 404.2465 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15138 | -581179 | 338332 | -473200 | -581179 | 302848 |
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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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