Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265270.6954 | 82215.3122 | 183055.3832 | -26576.7749 | -663282.9281 | 636706.1532 |
Total P&L (%) | 265.2707 | 82.2153 | 183.0554 | -26.5768 | -663.2829 | 636.7062 |
Avg Daily Profit (%) | 0.1603 | 0.0497 | 0.1106 | -0.0187 | 0 | 0.1208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233035 | -161658 | -140211 | -1301634 | -1137935 | -914963 |
Profit Factor | 1.3603 | 1.1904 | 1.6012 | 0.9924 | 0.6891 | 1.4691 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 99 | 39 | 60 | 99 | 39 | 60 |
Losing Trades | 60 | 40 | 20 | 60 | 40 | 20 |
Profitability (%) | 62.2642 | 49.3671 | 75 | 62.2642 | 49.3671 | 75 |
Ratio Avg Win / Avg Loss | 0.8244 | 1.2209 | 0.5337 | 0.6014 | 0.7068 | 0.4897 |
Largest Winning Trade | 85741 | 85741 | 29719 | 279566 | 279566 | 263908 |
Largest Losing Trade | -63439 | -63439 | -59313 | -659543 | -659543 | -654218 |
Avg Bars in Trades | 61 | 78 | 44 | 61 | 78 | 44 |
Avg Bars in Winners | 37 | 41 | 35 | 37 | 41 | 35 |
Avg Bars in Losers | 99 | 113 | 71 | 99 | 113 | 71 |
Bars Traded | 9727 | 6165 | 3562 | 9727 | 6165 | 3562 |
Profit Streak | 6.4491 | 0 | 62.4491 | 6.4491 | 0 | 62.4491 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330522 | -164856 | -59413 | -577664 | -607982 | -46287 |
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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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