Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262599.4535 | 60273.9527 | 202325.5007 | 94892.8913 | -152792.5764 | 247685.4678 |
Total P&L (%) | 262.5995 | 60.274 | 202.3255 | 94.8929 | -152.7926 | 247.6855 |
Avg Daily Profit (%) | 0.1581 | 0.0363 | 0.1218 | 0.0402 | 0 | 0.075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174684 | -160897 | -42613 | -226517 | -281565 | -11935 |
Profit Factor | 1.6897 | 1.1961 | 3.7594 | 1.2004 | 0.6549 | 9.0728 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 77.0115 | 74.4186 | 79.5455 | 77.0115 | 74.4186 | 79.5455 |
Ratio Avg Win / Avg Loss | 0.5044 | 0.4112 | 0.9667 | 0.3583 | 0.2251 | 2.333 |
Largest Winning Trade | 95113 | 95113 | 30004 | 38394 | 38394 | 22217 |
Largest Losing Trade | -64734 | -64734 | -42613 | -155519 | -155519 | -11935 |
Avg Bars in Trades | 34 | 44 | 24 | 34 | 44 | 24 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 92 | 124 | 53 | 92 | 124 | 53 |
Bars Traded | 3012 | 1923 | 1089 | 3012 | 1923 | 1089 |
Profit Streak | 0 | 114.0386 | 0 | 0 | 114.0386 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421122 | -146921 | -22168 | -137427 | -576100 | -80074 |
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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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