Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258626.0481 | 54499.29 | 204126.7581 | 326789.0235 | -367269.784 | 694058.8076 |
Total P&L (%) | 258.626 | 54.4993 | 204.1268 | 326.789 | -367.2698 | 694.0588 |
Avg Daily Profit (%) | 0.2488 | 0.0524 | 0.1963 | 0.1397 | 0 | 0.1995 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59399 | -95263 | -46140 | -434225 | -682047 | -232087 |
Profit Factor | 1.408 | 1.1633 | 1.6803 | 1.1126 | 0.7802 | 1.5635 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 44.3114 | 42.1687 | 46.4286 | 44.3114 | 42.1687 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.7695 | 1.5953 | 1.9388 | 1.3982 | 1.07 | 1.804 |
Largest Winning Trade | 60963 | 60963 | 31628 | 268109 | 268109 | 139463 |
Largest Losing Trade | -24289 | -15857 | -24289 | -122859 | -122859 | -102014 |
Avg Bars in Trades | 72 | 72 | 73 | 72 | 72 | 73 |
Avg Bars in Winners | 109 | 110 | 109 | 109 | 110 | 109 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 12159 | 5996 | 6163 | 12159 | 5996 | 6163 |
Profit Streak | 13.2434 | 0 | 15.3267 | 13.2434 | 0 | 15.3267 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329790 | -167163 | 346977 | -104004 | -582488 | 349336 |
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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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