Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260535.8327 | 49321.4072 | 211214.4255 | 266926.2431 | -102412.5056 | 369338.7486 |
Total P&L (%) | 260.5358 | 49.3214 | 211.2144 | 266.9262 | -102.4125 | 369.3387 |
Avg Daily Profit (%) | 0.2024 | 0.0383 | 0.1641 | 0.1011 | 0 | 0.1202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75383 | -81152 | -53435 | -475020 | -429631 | -364377 |
Profit Factor | 1.4418 | 1.1709 | 1.7014 | 1.0932 | 0.927 | 1.253 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 47.5138 | 42.8571 | 52.2222 | 47.5138 | 42.8571 | 52.2222 |
Ratio Avg Win / Avg Loss | 1.5927 | 1.5612 | 1.5566 | 1.2076 | 1.236 | 1.1463 |
Largest Winning Trade | 61721 | 61721 | 48760 | 267064 | 267064 | 211207 |
Largest Losing Trade | -44421 | -14840 | -44421 | -207741 | -93940 | -207741 |
Avg Bars in Trades | 83 | 73 | 92 | 83 | 73 | 92 |
Avg Bars in Winners | 123 | 103 | 139 | 123 | 103 | 139 |
Avg Bars in Losers | 46 | 51 | 41 | 46 | 51 | 41 |
Bars Traded | 15051 | 6711 | 8339 | 15051 | 6711 | 8339 |
Profit Streak | 7.5068 | 32.1734 | 0 | 7.5068 | 32.1734 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373073 | -176181 | 378456 | -175388 | -580746 | -32767 |
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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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