Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429157.6322 | 137792.9291 | 291364.7031 | -492650.1427 | -32789.5905 | -459860.5522 |
Total P&L (%) | 429.1576 | 137.7929 | 291.3647 | -492.6501 | -32.7896 | -459.8606 |
Avg Daily Profit (%) | 0.2888 | 0.0927 | 0.1961 | 0 | -0.0267 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212902 | -33998 | -188961 | -2264430 | -482444 | -1796841 |
Profit Factor | 1.9986 | 2.306 | 1.8985 | 0.8275 | 0.95 | 0.791 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 82 | 41 | 41 | 47 | 22 | 25 |
Losing Trades | 29 | 15 | 14 | 64 | 34 | 30 |
Profitability (%) | 73.8739 | 73.2143 | 74.5455 | 42.3423 | 39.2857 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.7068 | 0.8437 | 0.6483 | 1.1267 | 1.4681 | 0.9492 |
Largest Winning Trade | 53420 | 26421 | 53420 | 426167 | 218286 | 426167 |
Largest Losing Trade | -107012 | -17844 | -107012 | -941590 | -135018 | -941590 |
Avg Bars in Trades | 149 | 55 | 244 | 149 | 55 | 244 |
Avg Bars in Winners | 108 | 40 | 177 | 145 | 57 | 222 |
Avg Bars in Losers | 262 | 95 | 440 | 151 | 54 | 262 |
Bars Traded | 16541 | 3112 | 13429 | 16541 | 3112 | 13429 |
Profit Streak | 62.9162 | 389.7496 | 0 | 0 | 0 | 104.1662 |
Trades During Streak | 1 | 15 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490548 | -243074 | -168459 | -581794 | -763333 | -762040 |
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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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