Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261271.1957 | 221243.7497 | 40027.446 | 69803.042 | -36244.0244 | 106047.0665 |
Total P&L (%) | 261.2712 | 221.2438 | 40.0274 | 69.803 | -36.244 | 106.0471 |
Avg Daily Profit (%) | 0.2508 | 0.2124 | 0.0384 | 0.0508 | -0.0432 | 0.0694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131631 | -124372 | -31027 | -624924 | -610066 | -85871 |
Profit Factor | 1.5348 | 1.5386 | 1.5147 | 1.0416 | 0.9747 | 1.4337 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 80 | 30 | 50 | 80 | 30 | 50 |
Losing Trades | 91 | 55 | 36 | 91 | 55 | 36 |
Profitability (%) | 46.7836 | 35.2941 | 58.1395 | 46.7836 | 35.2941 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.7459 | 2.8208 | 1.0906 | 1.1849 | 1.7869 | 1.0322 |
Largest Winning Trade | 206446 | 206446 | 9773 | 431962 | 431962 | 39459 |
Largest Losing Trade | -28742 | -28742 | -6945 | -172941 | -172941 | -27936 |
Avg Bars in Trades | 144 | 274 | 15 | 144 | 274 | 15 |
Avg Bars in Winners | 169 | 426 | 15 | 169 | 426 | 15 |
Avg Bars in Losers | 122 | 191 | 15 | 122 | 191 | 15 |
Bars Traded | 24667 | 23344 | 1323 | 24667 | 23344 | 1323 |
Profit Streak | 7.6547 | 0 | 38.363 | 7.6547 | 0 | 38.363 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396285 | 156044 | -139955 | -299427 | -584045 | -96897 |
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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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