Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297105.8577 | -4669.9924 | 301775.8501 | 719262.0695 | -107437.9351 | 826700.0045 |
Total P&L (%) | 297.1059 | -4.67 | 301.7759 | 719.2621 | -107.4379 | 826.7 |
Avg Daily Profit (%) | 0.1941 | -0.0031 | 0.1971 | 0.1375 | 0 | 0.1455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100039 | -64581 | -64376 | -1075121 | -399779 | -896387 |
Profit Factor | 2.2215 | 0.973 | 5.2998 | 1.3967 | 0.877 | 1.8802 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 21 | 16 | 5 | 21 | 16 | 5 |
Profitability (%) | 81.0811 | 71.4286 | 90.9091 | 81.0811 | 71.4286 | 90.9091 |
Ratio Avg Win / Avg Loss | 0.5183 | 0.3892 | 0.53 | 0.3259 | 0.3508 | 0.188 |
Largest Winning Trade | 19719 | 12231 | 19719 | 124058 | 54900 | 124058 |
Largest Losing Trade | -64376 | -35496 | -64376 | -896387 | -192415 | -896387 |
Avg Bars in Trades | 23 | 16 | 30 | 23 | 16 | 30 |
Avg Bars in Winners | 12 | 6 | 17 | 12 | 6 | 17 |
Avg Bars in Losers | 69 | 41 | 160 | 69 | 41 | 160 |
Bars Traded | 2600 | 916 | 1684 | 2600 | 916 | 1684 |
Profit Streak | 89.7666 | 90.2666 | 0 | 89.7666 | 90.2666 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519240 | -757219 | -162272 | -4683 | -757219 | -172662 |
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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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