Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55411.8251 | -11093.6586 | 66505.4838 | 42706.8018 | -24771.1627 | 67477.9646 |
Total P&L (%) | 55.4118 | -11.0937 | 66.5055 | 42.7068 | -24.7712 | 67.478 |
Avg Daily Profit (%) | 0.2128 | -0.0426 | 0.2554 | 0.1367 | -0.1092 | 0.1982 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62387 | -48184 | -29562 | -64193 | -53156 | -29106 |
Profit Factor | 1.2135 | 0.9278 | 1.6285 | 1.1725 | 0.8378 | 1.711 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Profitability (%) | 56.0606 | 55.5556 | 56.5657 | 56.0606 | 55.5556 | 56.5657 |
Ratio Avg Win / Avg Loss | 0.9512 | 0.7422 | 1.2504 | 0.919 | 0.6702 | 1.3138 |
Largest Winning Trade | 26995 | 9121 | 26995 | 30334 | 8252 | 30334 |
Largest Losing Trade | -19560 | -19560 | -15069 | -22874 | -22874 | -14210 |
Avg Bars in Trades | 124 | 132 | 116 | 124 | 132 | 116 |
Avg Bars in Winners | 96 | 89 | 103 | 96 | 89 | 103 |
Avg Bars in Losers | 160 | 186 | 133 | 160 | 186 | 133 |
Bars Traded | 24653 | 13132 | 11520 | 24653 | 13132 | 11520 |
Profit Streak | 1.5004 | 0 | 7.3963 | 1.5004 | 0 | 7.3963 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 92154 | -581743 | 382066 | -47160 | -581743 | 372544 |
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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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