Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 18913.7628 | -13184.0318 | 32097.7946 | -11043.7726 | -58969.6617 | 47925.8891 |
Total P&L (%) | 18.9138 | -13.184 | 32.0978 | -11.0438 | -58.9697 | 47.9259 |
Avg Daily Profit (%) | 0.0726 | -0.0506 | 0.1233 | -0.0449 | -0.3415 | 0.1505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122704 | -74019 | -66244 | -204308 | -130387 | -93222 |
Profit Factor | 1.0588 | 0.9278 | 1.2305 | 0.9734 | 0.7678 | 1.2987 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 233 | 113 | 120 | 233 | 113 | 120 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 80.0687 | 77.931 | 82.1918 | 80.0687 | 77.931 | 82.1918 |
Ratio Avg Win / Avg Loss | 0.2636 | 0.2627 | 0.2666 | 0.2423 | 0.2174 | 0.2814 |
Largest Winning Trade | 9896 | 9837 | 9896 | 18892 | 17097 | 18892 |
Largest Losing Trade | -27113 | -20687 | -27113 | -41009 | -41009 | -33474 |
Avg Bars in Trades | 83 | 87 | 79 | 83 | 87 | 79 |
Avg Bars in Winners | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Losers | 272 | 273 | 271 | 272 | 273 | 271 |
Bars Traded | 24362 | 12696 | 11666 | 24362 | 12696 | 11666 |
Profit Streak | 6.0907 | 12.5178 | 6.0907 | 6.0907 | 12.5178 | 6.0907 |
Trades During Streak | 14 | 16 | 7 | 14 | 16 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -255324 | -576633 | -28865 | -574976 | -576633 | 310447 |
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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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