Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280218.4487 | 112352.76 | 167865.6887 | 65304.5595 | -316186.5277 | 381491.0872 |
Total P&L (%) | 280.2184 | 112.3528 | 167.8657 | 65.3046 | -316.1865 | 381.4911 |
Avg Daily Profit (%) | 0.1607 | 0.0644 | 0.0963 | 0.0288 | 0 | 0.0902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168213 | -149807 | -97956 | -450311 | -486840 | -78782 |
Profit Factor | 1.5372 | 1.3411 | 1.8735 | 1.0712 | 0.5672 | 3.04 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 59.2593 | 55.5556 | 62.963 | 59.2593 | 55.5556 | 62.963 |
Ratio Avg Win / Avg Loss | 1.0569 | 1.0729 | 1.1021 | 0.7364 | 0.4538 | 1.7882 |
Largest Winning Trade | 122186 | 122186 | 44048 | 101400 | 82919 | 101400 |
Largest Losing Trade | -65756 | -65756 | -64328 | -250629 | -250629 | -64973 |
Avg Bars in Trades | 45 | 60 | 31 | 45 | 60 | 31 |
Avg Bars in Winners | 45 | 53 | 37 | 45 | 53 | 37 |
Avg Bars in Losers | 45 | 67 | 19 | 45 | 67 | 19 |
Bars Traded | 4915 | 3240 | 1675 | 4915 | 3240 | 1675 |
Profit Streak | 58.3614 | 58.3614 | 186.028 | 58.3614 | 58.3614 | 186.028 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421307 | -285332 | -239017 | -295698 | -759552 | -243777 |
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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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