Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285767.7738 | 181180.5573 | 104587.2165 | 133227.1198 | -376073.4968 | 509300.6166 |
Total P&L (%) | 285.7678 | 181.1806 | 104.5872 | 133.2271 | -376.0735 | 509.3006 |
Avg Daily Profit (%) | 0.149 | 0.0945 | 0.0545 | 0.0442 | 0 | 0.0943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121105 | -98307 | -83443 | -1079854 | -862488 | -512072 |
Profit Factor | 1.6272 | 1.6905 | 1.5413 | 1.053 | 0.7603 | 1.5395 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 41 | 26 | 15 | 41 | 26 | 15 |
Profitability (%) | 52.3256 | 39.5349 | 65.1163 | 52.3256 | 39.5349 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.4826 | 2.5855 | 0.8257 | 0.9594 | 1.1628 | 0.8247 |
Largest Winning Trade | 187285 | 187285 | 56668 | 412903 | 412903 | 374287 |
Largest Losing Trade | -33900 | -33900 | -27674 | -311263 | -311263 | -256736 |
Avg Bars in Trades | 129 | 97 | 161 | 129 | 97 | 161 |
Avg Bars in Winners | 147 | 111 | 168 | 147 | 111 | 168 |
Avg Bars in Losers | 110 | 88 | 149 | 110 | 88 | 149 |
Bars Traded | 11158 | 4197 | 6961 | 11158 | 4197 | 6961 |
Profit Streak | 23.1544 | 0 | 66.9877 | 23.1544 | 0 | 66.9877 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322165 | -67638 | -116796 | -296700 | -583130 | -63397 |
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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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