Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288611.5801 | 105665.9636 | 182945.6165 | -2448716.4665 | -79574.8325 | -2369141.634 |
Total P&L (%) | 288.6116 | 105.666 | 182.9456 | -2448.7165 | -79.5748 | -2369.1416 |
Avg Daily Profit (%) | 0.1643 | 0.0601 | 0.1041 | 0 | -0.0904 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177561 | -53451 | -199607 | -4267211 | -812746 | -4292253 |
Profit Factor | 1.8242 | 1.9235 | 1.776 | 0.6186 | 0.9565 | 0.4838 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 88 | 40 | 48 | 67 | 33 | 34 |
Losing Trades | 13 | 11 | 2 | 34 | 18 | 16 |
Profitability (%) | 87.1287 | 78.4314 | 96 | 66.3366 | 64.7059 | 68 |
Ratio Avg Win / Avg Loss | 0.2695 | 0.529 | 0.074 | 0.3139 | 0.5218 | 0.2276 |
Largest Winning Trade | 29647 | 16172 | 29647 | 319056 | 305277 | 319056 |
Largest Losing Trade | -168578 | -53451 | -168578 | -1817768 | -745777 | -1817768 |
Avg Bars in Trades | 44 | 17 | 72 | 44 | 17 | 72 |
Avg Bars in Winners | 30 | 7 | 50 | 30 | 13 | 47 |
Avg Bars in Losers | 137 | 52 | 602 | 71 | 24 | 124 |
Bars Traded | 4490 | 871 | 3619 | 4490 | 871 | 3619 |
Profit Streak | 171.5218 | 171.5218 | 479.1884 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 14 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507445 | -287255 | -226485 | -578113 | -758649 | -758500 |
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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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