Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254395.7857 | 29976.2983 | 224419.4873 | -32014.5959 | 121775.908 | -153790.5038 |
Total P&L (%) | 254.3958 | 29.9763 | 224.4195 | -32.0146 | 121.7759 | -153.7905 |
Avg Daily Profit (%) | 0.1689 | 0.0199 | 0.149 | -0.0256 | 0.0529 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101528 | -40298 | -97017 | -616548 | -97445 | -615248 |
Profit Factor | 2.1245 | 1.3207 | 2.6906 | 0.9634 | 1.8601 | 0.7902 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 15 | 12 | 3 | 15 | 12 | 3 |
Profitability (%) | 81.4815 | 70.7317 | 92.5 | 81.4815 | 70.7317 | 92.5 |
Ratio Avg Win / Avg Loss | 0.4828 | 0.5465 | 0.2182 | 0.219 | 0.7697 | 0.0641 |
Largest Winning Trade | 23969 | 16015 | 23969 | 106738 | 76508 | 106738 |
Largest Losing Trade | -97017 | -25841 | -97017 | -615248 | -70240 | -615248 |
Avg Bars in Trades | 61 | 11 | 112 | 61 | 11 | 112 |
Avg Bars in Winners | 34 | 6 | 57 | 34 | 6 | 57 |
Avg Bars in Losers | 179 | 25 | 794 | 179 | 25 | 794 |
Bars Traded | 4995 | 482 | 4513 | 4995 | 482 | 4513 |
Profit Streak | 112.3888 | 112.3888 | 242.3888 | 112.3888 | 112.3888 | 242.3888 |
Trades During Streak | 8 | 4 | 14 | 8 | 4 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1813 | -166454 | 536149 | -591208 | -117149 | -574056 |
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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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