Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77963.955 | -23991.4315 | 101955.3864 | 52866.6713 | -35242.5917 | 88109.263 |
Total P&L (%) | 77.964 | -23.9914 | 101.9554 | 52.8667 | -35.2426 | 88.1093 |
Avg Daily Profit (%) | 0.2994 | -0.0921 | 0.3915 | 0.1631 | -0.1667 | 0.2429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60219 | -45041 | -37047 | -56895 | -49272 | -34210 |
Profit Factor | 1.2971 | 0.8543 | 2.0427 | 1.2148 | 0.7767 | 1.9983 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 66.0819 | 64.7059 | 67.4419 | 66.0819 | 64.7059 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.6658 | 0.466 | 0.9861 | 0.6236 | 0.4236 | 0.9647 |
Largest Winning Trade | 68074 | 8957 | 68074 | 61915 | 8932 | 61915 |
Largest Losing Trade | -29713 | -29713 | -16512 | -31044 | -31044 | -17730 |
Avg Bars in Trades | 144 | 149 | 139 | 144 | 149 | 139 |
Avg Bars in Winners | 86 | 77 | 94 | 86 | 77 | 94 |
Avg Bars in Losers | 257 | 281 | 231 | 257 | 281 | 231 |
Bars Traded | 24682 | 12692 | 11990 | 24682 | 12692 | 11990 |
Profit Streak | 7.0798 | 14.6527 | 7.0798 | 7.0798 | 14.6527 | 7.0798 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366753 | -578692 | 460856 | 265600 | -578692 | 412052 |
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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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