Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270508.192 | 74087.4297 | 196420.7623 | 284560.2338 | -169676.9341 | 454237.1678 |
Total P&L (%) | 270.5082 | 74.0874 | 196.4208 | 284.5602 | -169.6769 | 454.2372 |
Avg Daily Profit (%) | 0.2081 | 0.057 | 0.1511 | 0.1037 | 0 | 0.1318 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81018 | -73281 | -53816 | -561939 | -388668 | -431464 |
Profit Factor | 1.5785 | 1.3061 | 1.871 | 1.1269 | 0.8512 | 1.412 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 42.1053 | 34.0426 | 50 | 42.1053 | 34.0426 | 50 |
Ratio Avg Win / Avg Loss | 2.1704 | 2.5305 | 1.871 | 1.5495 | 1.6492 | 1.412 |
Largest Winning Trade | 72779 | 58765 | 72779 | 179008 | 151027 | 179008 |
Largest Losing Trade | -31909 | -22467 | -31909 | -288483 | -136530 | -288483 |
Avg Bars in Trades | 161 | 147 | 175 | 161 | 147 | 175 |
Avg Bars in Winners | 254 | 238 | 264 | 254 | 238 | 264 |
Avg Bars in Losers | 94 | 100 | 85 | 94 | 100 | 85 |
Bars Traded | 15343 | 6930 | 8413 | 15343 | 6930 | 8413 |
Profit Streak | 17.7175 | 0 | 28.9675 | 17.7175 | 0 | 28.9675 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300124 | -121701 | 409800 | -136674 | -584124 | -15637 |
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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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