Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167316.7963 | 143770.2329 | 23546.5634 | 10185.9761 | -94987.8625 | 105173.8386 |
Total P&L (%) | 167.3168 | 143.7702 | 23.5466 | 10.186 | -94.9879 | 105.1738 |
Avg Daily Profit (%) | 0.1606 | 0.138 | 0.0226 | 0.0093 | -0.2869 | 0.069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149306 | -146101 | -25322 | -469490 | -478576 | -67143 |
Profit Factor | 1.466 | 1.4864 | 1.371 | 1.0101 | 0.8892 | 1.6801 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 48.4536 | 39.5833 | 57.1429 | 48.4536 | 39.5833 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.5596 | 2.2687 | 1.0283 | 1.0745 | 1.3572 | 1.2601 |
Largest Winning Trade | 170854 | 170854 | 7064 | 254025 | 254025 | 31136 |
Largest Losing Trade | -41341 | -41341 | -6518 | -114240 | -114240 | -29501 |
Avg Bars in Trades | 250 | 486 | 18 | 250 | 486 | 18 |
Avg Bars in Winners | 234 | 553 | 18 | 234 | 553 | 18 |
Avg Bars in Losers | 265 | 443 | 19 | 265 | 443 | 19 |
Bars Traded | 24286 | 23373 | 912 | 24286 | 23373 | 912 |
Profit Streak | 14.3174 | 0 | 40.2758 | 14.3174 | 0 | 40.2758 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350783 | -10409 | -164824 | -549588 | -583073 | -96862 |
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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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