Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 23445.6166 | -17210.1572 | 40655.7739 | 12277.5936 | -37732.7617 | 50010.3553 |
Total P&L (%) | 23.4456 | -17.2102 | 40.6558 | 12.2776 | -37.7328 | 50.0104 |
Avg Daily Profit (%) | 0.2701 | -0.1983 | 0.4683 | 0.1335 | -0.5442 | 0.4682 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47309 | -53180 | -16831 | -85862 | -87802 | -27672 |
Profit Factor | 1.1325 | 0.8584 | 1.7347 | 1.0428 | 0.8071 | 1.547 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 68.3333 | 70 | 66.6667 | 68.3333 | 70 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.5248 | 0.3679 | 0.8674 | 0.4832 | 0.3459 | 0.7735 |
Largest Winning Trade | 5793 | 5618 | 5793 | 9881 | 9881 | 8183 |
Largest Losing Trade | -22811 | -22811 | -10537 | -33266 | -33266 | -20042 |
Avg Bars in Trades | 135 | 135 | 134 | 135 | 135 | 134 |
Avg Bars in Winners | 77 | 66 | 89 | 77 | 66 | 89 |
Avg Bars in Losers | 259 | 297 | 225 | 259 | 297 | 225 |
Bars Traded | 24338 | 12191 | 12147 | 24338 | 12191 | 12147 |
Profit Streak | 0 | 0 | 4.4474 | 0 | 0 | 4.4474 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71392 | -580167 | 327628 | -283502 | -580167 | 336516 |
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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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