Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310302.9016 | 264751.4998 | 45551.4018 | 63900.8591 | -182131.4772 | 246032.3363 |
Total P&L (%) | 310.3029 | 264.7515 | 45.5514 | 63.9009 | -182.1315 | 246.0323 |
Avg Daily Profit (%) | 0.149 | 0.1271 | 0.0219 | 0.0237 | 0 | 0.0596 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162358 | -176188 | -17982 | -1856363 | -1983258 | -146448 |
Profit Factor | 1.5947 | 1.5909 | 1.6183 | 1.0143 | 0.9543 | 1.5131 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 63.964 | 63.6364 | 64.2857 | 63.964 | 63.6364 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.8984 | 0.9091 | 0.8991 | 0.5714 | 0.5453 | 0.8406 |
Largest Winning Trade | 103246 | 103246 | 13490 | 800854 | 800854 | 81812 |
Largest Losing Trade | -60950 | -60950 | -8872 | -1027531 | -1027531 | -101291 |
Avg Bars in Trades | 205 | 409 | 5 | 205 | 409 | 5 |
Avg Bars in Winners | 77 | 150 | 6 | 77 | 150 | 6 |
Avg Bars in Losers | 433 | 863 | 3 | 433 | 863 | 3 |
Bars Traded | 22815 | 22531 | 284 | 22815 | 22531 | 284 |
Profit Streak | 91.3518 | 0 | 123.6852 | 91.3518 | 0 | 123.6852 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312672 | -201444 | -342454 | -365365 | -759065 | -290969 |
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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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