Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39877.1514 | -6938.1591 | 46815.3106 | 31080.2164 | -28996.7624 | 60076.9788 |
Total P&L (%) | 39.8772 | -6.9382 | 46.8153 | 31.0802 | -28.9968 | 60.077 |
Avg Daily Profit (%) | 0.4594 | -0.0799 | 0.5393 | 0.3122 | -0.3937 | 0.5434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45947 | -47218 | -17792 | -82914 | -84274 | -30509 |
Profit Factor | 1.2231 | 0.9397 | 1.7345 | 1.1012 | 0.8526 | 1.5445 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 120 | 63 | 57 | 120 | 63 | 57 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 71.8563 | 75 | 68.6747 | 71.8563 | 75 | 68.6747 |
Ratio Avg Win / Avg Loss | 0.479 | 0.3132 | 0.7912 | 0.4313 | 0.2842 | 0.7045 |
Largest Winning Trade | 6646 | 6646 | 5255 | 12341 | 12341 | 6883 |
Largest Losing Trade | -26127 | -26127 | -10442 | -41721 | -41721 | -20096 |
Avg Bars in Trades | 146 | 146 | 146 | 146 | 146 | 146 |
Avg Bars in Winners | 84 | 85 | 83 | 84 | 85 | 83 |
Avg Bars in Losers | 304 | 329 | 284 | 304 | 329 | 284 |
Bars Traded | 24434 | 12275 | 12159 | 24434 | 12275 | 12159 |
Profit Streak | 1.7291 | 1.7291 | 6.2326 | 1.7291 | 1.7291 | 6.2326 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 209225 | -581419 | 415041 | -105049 | -581419 | 429138 |
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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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