Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172937.56 | 145545.6982 | 27391.8618 | -36305.8008 | -142330.0014 | 106024.2006 |
Total P&L (%) | 172.9376 | 145.5457 | 27.3919 | -36.3058 | -142.33 | 106.0242 |
Avg Daily Profit (%) | 0.17 | 0.1431 | 0.0269 | -0.0443 | 0 | 0.0711 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154061 | -110837 | -61519 | -422292 | -435989 | -65564 |
Profit Factor | 1.3143 | 1.3805 | 1.1633 | 0.968 | 0.8488 | 1.5537 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 144 | 74 | 70 | 144 | 74 | 70 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 80.4469 | 83.1461 | 77.7778 | 80.4469 | 83.1461 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.3194 | 0.2798 | 0.3324 | 0.2353 | 0.1721 | 0.4439 |
Largest Winning Trade | 33293 | 33293 | 11586 | 47465 | 47465 | 18469 |
Largest Losing Trade | -78100 | -78100 | -52106 | -227757 | -227757 | -62649 |
Avg Bars in Trades | 63 | 119 | 7 | 63 | 119 | 7 |
Avg Bars in Winners | 25 | 45 | 4 | 25 | 45 | 4 |
Avg Bars in Losers | 215 | 481 | 16 | 215 | 481 | 16 |
Bars Traded | 11281 | 10596 | 685 | 11281 | 10596 | 685 |
Profit Streak | 50.55 | 101.55 | 50.55 | 50.55 | 101.55 | 50.55 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439950 | 90965 | -197999 | -574426 | -575108 | -93238 |
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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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