Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240319.6621 | 22803.5396 | 217516.1224 | -42415.7907 | 67228.5691 | -109644.3597 |
Total P&L (%) | 240.3197 | 22.8035 | 217.5161 | -42.4158 | 67.2286 | -109.6444 |
Avg Daily Profit (%) | 0.1595 | 0.0151 | 0.1444 | -0.0366 | 0.0341 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102137 | -36975 | -97017 | -469449 | -97514 | -468711 |
Profit Factor | 1.9584 | 1.224 | 2.4604 | 0.943 | 1.5137 | 0.8211 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 21 | 15 | 6 | 21 | 15 | 6 |
Profitability (%) | 80 | 71.6981 | 88.4615 | 80 | 71.6981 | 88.4615 |
Ratio Avg Win / Avg Loss | 0.4896 | 0.4832 | 0.3209 | 0.2357 | 0.5975 | 0.1071 |
Largest Winning Trade | 23055 | 13719 | 23055 | 79596 | 58286 | 79596 |
Largest Losing Trade | -97017 | -23947 | -97017 | -468711 | -56977 | -468711 |
Avg Bars in Trades | 47 | 9 | 85 | 47 | 9 | 85 |
Avg Bars in Winners | 27 | 4 | 46 | 27 | 4 | 46 |
Avg Bars in Losers | 127 | 23 | 390 | 127 | 23 | 390 |
Bars Traded | 4995 | 528 | 4467 | 4995 | 528 | 4467 |
Profit Streak | 112.1552 | 112.1552 | 242.1552 | 112.1552 | 112.1552 | 242.1552 |
Trades During Streak | 8 | 4 | 19 | 8 | 4 | 19 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511190 | -355265 | -172046 | -574795 | -323327 | -754442 |
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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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