Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316231.4089 | 231251.9889 | 84979.42 | 319186.9858 | 306476.5094 | 12710.4764 |
Total P&L (%) | 316.2314 | 231.252 | 84.9794 | 319.187 | 306.4765 | 12.7105 |
Avg Daily Profit (%) | 0.1519 | 0.111 | 0.0408 | 0.0688 | 0.0674 | 0.0057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89367 | -45501 | -120403 | -226679 | -155147 | -234340 |
Profit Factor | 1.5879 | 2.014 | 1.2743 | 1.2494 | 1.5854 | 1.0168 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 47.3118 | 45.6522 | 48.9362 | 47.3118 | 45.6522 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.7683 | 2.3977 | 1.3297 | 1.3914 | 1.8874 | 1.061 |
Largest Winning Trade | 63033 | 56884 | 63033 | 163067 | 163067 | 97037 |
Largest Losing Trade | -38039 | -38039 | -25399 | -91301 | -88659 | -91301 |
Avg Bars in Trades | 258 | 249 | 268 | 258 | 249 | 268 |
Avg Bars in Winners | 384 | 381 | 386 | 384 | 381 | 386 |
Avg Bars in Losers | 146 | 138 | 154 | 146 | 138 | 154 |
Bars Traded | 24069 | 11471 | 12598 | 24069 | 11471 | 12598 |
Profit Streak | 60.5361 | 0 | 150.7027 | 60.5361 | 0 | 150.7027 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357354 | -42536 | -137841 | -101479 | -101667 | -468008 |
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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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