Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396042.7151 | 159963.0124 | 236079.7026 | 226586.3462 | -55550.1628 | 282136.509 |
Total P&L (%) | 396.0427 | 159.963 | 236.0797 | 226.5863 | -55.5502 | 282.1365 |
Avg Daily Profit (%) | 0.2386 | 0.0964 | 0.1422 | 0.0713 | -0.0488 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168864 | -91783 | -102970 | -689900 | -463200 | -418492 |
Profit Factor | 1.5627 | 1.3889 | 1.8069 | 1.0814 | 0.9637 | 1.2248 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 103 | 45 | 58 | 103 | 45 | 58 |
Losing Trades | 74 | 43 | 31 | 74 | 43 | 31 |
Profitability (%) | 58.1921 | 51.1364 | 65.1685 | 58.1921 | 51.1364 | 65.1685 |
Ratio Avg Win / Avg Loss | 1.1227 | 1.3272 | 0.9658 | 0.7769 | 0.9209 | 0.6546 |
Largest Winning Trade | 100980 | 100980 | 43167 | 207127 | 207127 | 108631 |
Largest Losing Trade | -61440 | -55864 | -61440 | -312121 | -268897 | -312121 |
Avg Bars in Trades | 54 | 60 | 49 | 54 | 60 | 49 |
Avg Bars in Winners | 42 | 45 | 40 | 42 | 45 | 40 |
Avg Bars in Losers | 71 | 76 | 66 | 71 | 76 | 66 |
Bars Traded | 9699 | 5301 | 4398 | 9699 | 5301 | 4398 |
Profit Streak | 5.4446 | 0 | 5.6113 | 5.4446 | 0 | 5.6113 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444106 | -63879 | 2819 | -227722 | -580949 | -84504 |
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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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