Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54801.2444 | -2503.143 | 57304.3874 | 47441.3615 | -17284.0436 | 64725.4051 |
Total P&L (%) | 54.8012 | -2.5031 | 57.3044 | 47.4414 | -17.284 | 64.7254 |
Avg Daily Profit (%) | 0.2104 | -0.0096 | 0.22 | 0.1492 | -0.0728 | 0.1918 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50355 | -37662 | -21716 | -89273 | -65915 | -38201 |
Profit Factor | 1.2197 | 0.9833 | 1.5735 | 1.1199 | 0.9263 | 1.4016 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 137 | 61 | 76 | 137 | 61 | 76 |
Losing Trades | 83 | 49 | 34 | 83 | 49 | 34 |
Profitability (%) | 62.2727 | 55.4545 | 69.0909 | 62.2727 | 55.4545 | 69.0909 |
Ratio Avg Win / Avg Loss | 0.7389 | 0.7898 | 0.7039 | 0.6785 | 0.7441 | 0.627 |
Largest Winning Trade | 12495 | 12495 | 7511 | 21967 | 21967 | 9536 |
Largest Losing Trade | -14941 | -14659 | -14941 | -26639 | -26639 | -25205 |
Avg Bars in Trades | 108 | 91 | 124 | 108 | 91 | 124 |
Avg Bars in Winners | 69 | 56 | 79 | 69 | 56 | 79 |
Avg Bars in Losers | 173 | 136 | 225 | 173 | 136 | 225 |
Bars Traded | 23828 | 10110 | 13718 | 23828 | 10110 | 13718 |
Profit Streak | 0 | 0 | 18.0495 | 0 | 0 | 18.0495 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 214927 | -581727 | 345791 | -84386 | -581727 | 317109 |
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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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