Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303670.891 | 51252.9827 | 252417.9083 | -247272.8775 | 87021.6387 | -334294.5162 |
Total P&L (%) | 303.6709 | 51.253 | 252.4179 | -247.2729 | 87.0216 | -334.2945 |
Avg Daily Profit (%) | 0.1829 | 0.0309 | 0.152 | 0 | 0.0377 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110549 | -35819 | -105433 | -695052 | -44041 | -686489 |
Profit Factor | 2.0557 | 1.5308 | 2.3211 | 0.7651 | 1.5604 | 0.6275 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 78 | 34 | 44 | 59 | 29 | 30 |
Losing Trades | 17 | 14 | 3 | 36 | 19 | 17 |
Profitability (%) | 82.1053 | 70.8333 | 93.617 | 62.1053 | 60.4167 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.448 | 0.6303 | 0.1583 | 0.4668 | 1.0223 | 0.3556 |
Largest Winning Trade | 43727 | 21975 | 43727 | 76324 | 34147 | 76324 |
Largest Losing Trade | -105433 | -32065 | -105433 | -577542 | -40615 | -577542 |
Avg Bars in Trades | 68 | 12 | 125 | 68 | 12 | 125 |
Avg Bars in Winners | 52 | 5 | 88 | 38 | 10 | 65 |
Avg Bars in Losers | 139 | 28 | 660 | 117 | 15 | 230 |
Bars Traded | 6471 | 592 | 5880 | 6471 | 592 | 5880 |
Profit Streak | 172.0235 | 172.0235 | 536.0235 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 14 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526035 | -149045 | 563325 | -578955 | -139142 | -578904 |
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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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