Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289599.2253 | 312908.8826 | -23309.6574 | -77539.5639 | -2229.2864 | -75310.2775 |
Total P&L (%) | 289.5992 | 312.9089 | -23.3097 | -77.5396 | -2.2293 | -75.3103 |
Avg Daily Profit (%) | 0.1628 | 0.1759 | -0.0131 | -0.0839 | -0.0013 | -0.0786 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125467 | -105005 | -107513 | -534768 | -375427 | -286784 |
Profit Factor | 1.3479 | 1.8386 | 0.9493 | 0.9497 | 0.9968 | 0.9118 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 53.271 | 47.1698 | 59.2593 | 53.271 | 47.1698 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.1823 | 2.0592 | 0.6526 | 0.833 | 1.1164 | 0.6269 |
Largest Winning Trade | 215480 | 215480 | 51897 | 204395 | 204395 | 164519 |
Largest Losing Trade | -67317 | -46968 | -67317 | -208248 | -208248 | -160716 |
Avg Bars in Trades | 64 | 49 | 78 | 64 | 49 | 78 |
Avg Bars in Winners | 55 | 45 | 63 | 55 | 45 | 63 |
Avg Bars in Losers | 74 | 53 | 99 | 74 | 53 | 99 |
Bars Traded | 6872 | 2641 | 4231 | 6872 | 2641 | 4231 |
Profit Streak | 23.0772 | 0 | 68.3272 | 23.0772 | 0 | 68.3272 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321647 | -170252 | -758663 | -579522 | -760267 | -758663 |
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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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