Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433790.8111 | 408233.7574 | 25557.0536 | 23356.663 | 430719.6197 | -407362.9567 |
Total P&L (%) | 433.7908 | 408.2338 | 25.5571 | 23.3567 | 430.7196 | -407.363 |
Avg Daily Profit (%) | 0.2315 | 0.2179 | 0.0136 | 0.0112 | 0.0891 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208221 | -119391 | -195142 | -492061 | -151749 | -533423 |
Profit Factor | 1.5698 | 2.1852 | 1.0613 | 1.0193 | 2.0204 | 0.4844 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 44.1176 | 41.1765 | 47.0588 | 44.1176 | 41.1765 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.9884 | 3.1217 | 1.194 | 1.2911 | 2.8862 | 0.5449 |
Largest Winning Trade | 203174 | 203174 | 81973 | 275572 | 275572 | 81973 |
Largest Losing Trade | -55970 | -38372 | -55970 | -239032 | -151749 | -239032 |
Avg Bars in Trades | 53 | 43 | 62 | 53 | 43 | 62 |
Avg Bars in Winners | 80 | 70 | 90 | 80 | 70 | 90 |
Avg Bars in Losers | 31 | 24 | 38 | 31 | 24 | 38 |
Bars Traded | 5418 | 2217 | 3201 | 5418 | 2217 | 3201 |
Profit Streak | 80.2752 | 122.6085 | 0 | 80.2752 | 122.6085 | 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 | 333929 | -170989 | -512417 | -383309 | -253061 | -761977 |
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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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