Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266810.4361 | 49315.9313 | 217494.5048 | -19873.3414 | 158139.2242 | -178012.5656 |
Total P&L (%) | 266.8104 | 49.3159 | 217.4945 | -19.8733 | 158.1392 | -178.0126 |
Avg Daily Profit (%) | 0.1799 | 0.0333 | 0.1467 | -0.0149 | 0.064 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175118 | -42448 | -162773 | -1225030 | -250941 | -1003247 |
Profit Factor | 1.4736 | 1.2291 | 1.6249 | 0.9898 | 1.2862 | 0.8718 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 62.8743 | 63.0952 | 62.6506 | 62.8743 | 63.0952 | 62.6506 |
Ratio Avg Win / Avg Loss | 0.8701 | 0.7189 | 0.9687 | 0.5844 | 0.7523 | 0.5197 |
Largest Winning Trade | 53309 | 15648 | 53309 | 289640 | 170353 | 289640 |
Largest Losing Trade | -82515 | -35147 | -82515 | -535559 | -81415 | -535559 |
Avg Bars in Trades | 33 | 13 | 54 | 33 | 13 | 54 |
Avg Bars in Winners | 23 | 12 | 34 | 23 | 12 | 34 |
Avg Bars in Losers | 51 | 15 | 88 | 51 | 15 | 88 |
Bars Traded | 5648 | 1135 | 4513 | 5648 | 1135 | 4513 |
Profit Streak | 25.9267 | 100.9267 | 0 | 25.9267 | 100.9267 | 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 | 360485 | -148590 | 167589 | -577692 | -105889 | -579192 |
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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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