Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309643.5994 | 9664.047 | 299979.5525 | -794296.621 | 169405.564 | -963702.1851 |
Total P&L (%) | 309.6436 | 9.664 | 299.9796 | -794.2966 | 169.4056 | -963.7022 |
Avg Daily Profit (%) | 0.2027 | 0.0063 | 0.1964 | 0 | 0.0649 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119958 | -46580 | -118020 | -2065394 | -255184 | -2152903 |
Profit Factor | 1.9787 | 1.0626 | 2.8514 | 0.7463 | 1.2502 | 0.6072 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 75 | 32 | 43 | 46 | 24 | 22 |
Losing Trades | 18 | 15 | 3 | 47 | 23 | 24 |
Profitability (%) | 80.6452 | 68.0851 | 93.4783 | 49.4624 | 51.0638 | 47.8261 |
Ratio Avg Win / Avg Loss | 0.4749 | 0.4981 | 0.1989 | 0.7625 | 1.1981 | 0.6624 |
Largest Winning Trade | 32562 | 20337 | 32562 | 314213 | 173662 | 314213 |
Largest Losing Trade | -118020 | -35152 | -118020 | -1583723 | -183891 | -1583723 |
Avg Bars in Trades | 42 | 19 | 64 | 42 | 19 | 64 |
Avg Bars in Winners | 27 | 8 | 41 | 41 | 23 | 61 |
Avg Bars in Losers | 102 | 44 | 391 | 42 | 15 | 67 |
Bars Traded | 3906 | 931 | 2975 | 3906 | 931 | 2975 |
Profit Streak | 94.6474 | 94.6474 | 256.9807 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 12 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506227 | -500207 | 614660 | -580739 | -106004 | -581549 |
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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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