Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266902.5786 | 46945.0189 | 219957.5598 | 141643.4435 | -88355.5096 | 229998.953 |
Total P&L (%) | 266.9026 | 46.945 | 219.9576 | 141.6434 | -88.3555 | 229.999 |
Avg Daily Profit (%) | 0.1808 | 0.0318 | 0.149 | 0.0598 | -0.1455 | 0.0809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125095 | -94788 | -61840 | -298858 | -247319 | -126120 |
Profit Factor | 1.5261 | 1.1804 | 1.8901 | 1.1761 | 0.8048 | 1.6535 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 67.3684 | 60.4167 | 74.4681 | 67.3684 | 60.4167 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.7392 | 0.7734 | 0.648 | 0.5697 | 0.5273 | 0.5669 |
Largest Winning Trade | 52590 | 52590 | 41803 | 54367 | 33527 | 54367 |
Largest Losing Trade | -52890 | -45533 | -52890 | -156473 | -156473 | -92071 |
Avg Bars in Trades | 178 | 101 | 257 | 178 | 101 | 257 |
Avg Bars in Winners | 144 | 79 | 199 | 144 | 79 | 199 |
Avg Bars in Losers | 249 | 135 | 428 | 249 | 135 | 428 |
Bars Traded | 16994 | 4883 | 12111 | 16994 | 4883 | 12111 |
Profit Streak | 53.7883 | 218.5383 | 53.7883 | 53.7883 | 218.5383 | 53.7883 |
Trades During Streak | 3 | 8 | 1 | 3 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412012 | -172832 | 375781 | -137449 | -577858 | -80783 |
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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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