Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176878.3002 | 110231.5772 | 66646.723 | 27662.0108 | -74484.1489 | 102146.1597 |
Total P&L (%) | 176.8783 | 110.2316 | 66.6467 | 27.662 | -74.4841 | 102.1462 |
Avg Daily Profit (%) | 0.1724 | 0.1074 | 0.0649 | 0.0238 | -0.133 | 0.0686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64414 | -81110 | -39755 | -247019 | -311357 | -62212 |
Profit Factor | 1.4378 | 1.4103 | 1.4925 | 1.0289 | 0.8912 | 1.375 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 66.6667 | 63.0435 | 70.2128 | 66.6667 | 63.0435 | 70.2128 |
Ratio Avg Win / Avg Loss | 0.7189 | 0.8267 | 0.6332 | 0.5145 | 0.5224 | 0.5833 |
Largest Winning Trade | 78517 | 78517 | 14992 | 80370 | 80370 | 32089 |
Largest Losing Trade | -60879 | -60879 | -32682 | -169349 | -169349 | -54825 |
Avg Bars in Trades | 121 | 224 | 20 | 121 | 224 | 20 |
Avg Bars in Winners | 83 | 156 | 19 | 83 | 156 | 19 |
Avg Bars in Losers | 198 | 341 | 23 | 198 | 341 | 23 |
Bars Traded | 11292 | 10335 | 956 | 11292 | 10335 | 956 |
Profit Streak | 53.1477 | 0 | 54.6477 | 53.1477 | 0 | 54.6477 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356166 | -48724 | -103299 | -351541 | -579013 | -98908 |
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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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