Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302262.5354 | 108144.15 | 194118.3854 | 3031.3957 | -271018.7141 | 274050.1097 |
Total P&L (%) | 302.2625 | 108.1442 | 194.1184 | 3.0314 | -271.0187 | 274.0501 |
Avg Daily Profit (%) | 0.1827 | 0.0654 | 0.1174 | 0.0018 | 0 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194697 | -140527 | -123181 | -701892 | -525844 | -465979 |
Profit Factor | 1.5118 | 1.2964 | 1.8597 | 1.0017 | 0.7571 | 1.3961 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 62 | 26 | 36 | 62 | 26 | 36 |
Losing Trades | 26 | 18 | 8 | 26 | 18 | 8 |
Profitability (%) | 70.4545 | 59.0909 | 81.8182 | 70.4545 | 59.0909 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.634 | 0.8975 | 0.4133 | 0.4201 | 0.5241 | 0.3103 |
Largest Winning Trade | 164895 | 164895 | 35886 | 144793 | 135826 | 144793 |
Largest Losing Trade | -58551 | -58551 | -53847 | -298260 | -298260 | -274120 |
Avg Bars in Trades | 222 | 283 | 161 | 222 | 283 | 161 |
Avg Bars in Winners | 124 | 145 | 109 | 124 | 145 | 109 |
Avg Bars in Losers | 454 | 482 | 393 | 454 | 482 | 393 |
Bars Traded | 19543 | 12458 | 7085 | 19543 | 12458 | 7085 |
Profit Streak | 0 | 106.6288 | 0 | 0 | 106.6288 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372571 | -104608 | -31454 | -573362 | -578148 | -83294 |
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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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