Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243145.6085 | -13154.5689 | 256300.1774 | -1229556.1049 | -716049.4104 | -513506.6945 |
Total P&L (%) | 243.1456 | -13.1546 | 256.3002 | -1229.5561 | -716.0494 | -513.5067 |
Avg Daily Profit (%) | 0.1601 | -0.0087 | 0.1687 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161401 | -72949 | -140628 | -2555810 | -811002 | -2106326 |
Profit Factor | 1.7377 | 0.9077 | 2.3697 | 0.6793 | 0.4702 | 0.7932 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 80 | 34 | 46 | 68 | 32 | 36 |
Losing Trades | 22 | 17 | 5 | 34 | 19 | 15 |
Profitability (%) | 78.4314 | 66.6667 | 90.1961 | 66.6667 | 62.7451 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.4779 | 0.4538 | 0.2576 | 0.3397 | 0.2792 | 0.3305 |
Largest Winning Trade | 27255 | 16146 | 27255 | 203746 | 136752 | 203746 |
Largest Losing Trade | -140628 | -25629 | -140628 | -1380503 | -304723 | -1380503 |
Avg Bars in Trades | 43 | 10 | 76 | 43 | 10 | 76 |
Avg Bars in Winners | 27 | 4 | 44 | 35 | 6 | 62 |
Avg Bars in Losers | 99 | 21 | 365 | 57 | 16 | 109 |
Bars Traded | 4394 | 512 | 3882 | 4394 | 512 | 3882 |
Profit Streak | 0 | 198.0507 | 0 | 94.7174 | 0 | 96.384 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433110 | -757418 | -166085 | -577508 | -758903 | -757604 |
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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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