Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44569.8838 | -15065.938 | 59635.8218 | 30982.8347 | -24265.3056 | 55248.1403 |
Total P&L (%) | 44.5699 | -15.0659 | 59.6358 | 30.9828 | -24.2653 | 55.2481 |
Avg Daily Profit (%) | 0.1711 | -0.0579 | 0.229 | 0.1037 | -0.1067 | 0.169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33438 | -27601 | -19898 | -39456 | -32282 | -23560 |
Profit Factor | 1.189 | 0.9022 | 1.729 | 1.1195 | 0.8556 | 1.6052 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 111 | 50 | 61 | 111 | 50 | 61 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 66.4671 | 59.5238 | 73.494 | 66.4671 | 59.5238 | 73.494 |
Ratio Avg Win / Avg Loss | 0.5999 | 0.6135 | 0.6236 | 0.5648 | 0.5818 | 0.5789 |
Largest Winning Trade | 8323 | 7402 | 8323 | 8142 | 6967 | 8142 |
Largest Losing Trade | -20992 | -20992 | -16180 | -20095 | -20095 | -18301 |
Avg Bars in Trades | 147 | 164 | 129 | 147 | 164 | 129 |
Avg Bars in Winners | 87 | 75 | 96 | 87 | 75 | 96 |
Avg Bars in Losers | 266 | 294 | 222 | 266 | 294 | 222 |
Bars Traded | 24577 | 13806 | 10771 | 24577 | 13806 | 10771 |
Profit Streak | 5.2073 | 5.2073 | 22.2177 | 5.2073 | 5.2073 | 22.2177 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5434 | -579809 | 392615 | -145038 | -579809 | 355040 |
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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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