Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22014.8945 | -5409.3758 | 27424.2704 | 19674.2231 | -11431.7884 | 31106.0116 |
Total P&L (%) | 22.0149 | -5.4094 | 27.4243 | 19.6742 | -11.4318 | 31.106 |
Avg Daily Profit (%) | 0.4227 | -0.1039 | 0.5266 | 0.3455 | -0.2328 | 0.5214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22451 | -26124 | -5712 | -29228 | -35289 | -7617 |
Profit Factor | 1.22 | 0.9253 | 1.9914 | 1.156 | 0.8747 | 1.8915 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 72.1649 | 72.1649 | 72.1649 | 72.1649 | 72.1649 | 72.1649 |
Ratio Avg Win / Avg Loss | 0.4706 | 0.3569 | 0.7681 | 0.4459 | 0.3374 | 0.7296 |
Largest Winning Trade | 7951 | 7951 | 7459 | 9006 | 8893 | 9006 |
Largest Losing Trade | -11252 | -11252 | -4565 | -13577 | -13577 | -5663 |
Avg Bars in Trades | 122 | 131 | 113 | 122 | 131 | 113 |
Avg Bars in Winners | 70 | 70 | 70 | 70 | 70 | 70 |
Avg Bars in Losers | 256 | 288 | 225 | 256 | 288 | 225 |
Bars Traded | 23770 | 12731 | 11039 | 23770 | 12731 | 11039 |
Profit Streak | 13.6598 | 13.6598 | 13.9369 | 13.6598 | 13.6598 | 13.9369 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 188568 | -579378 | 368318 | -45521 | -579378 | 361562 |
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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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