Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365438.7551 | 320006.3401 | 45432.415 | -26830.3186 | 658703.9218 | -685534.2403 |
Total P&L (%) | 365.4388 | 320.0063 | 45.4324 | -26.8303 | 658.7039 | -685.5342 |
Avg Daily Profit (%) | 0.2063 | 0.1807 | 0.0257 | -0.0176 | 0.1145 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156222 | -114735 | -104187 | -1005244 | -255224 | -882187 |
Profit Factor | 1.4452 | 1.9028 | 1.0974 | 0.9864 | 2.2109 | 0.5184 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 57.4074 | 51.8519 | 62.963 | 57.4074 | 51.8519 | 62.963 |
Ratio Avg Win / Avg Loss | 1.0723 | 1.7669 | 0.6455 | 0.7318 | 2.0529 | 0.3049 |
Largest Winning Trade | 108106 | 108106 | 35874 | 238965 | 238965 | 104604 |
Largest Losing Trade | -74746 | -58324 | -74746 | -781796 | -130505 | -781796 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 26 | 23 | 28 | 26 | 23 | 28 |
Avg Bars in Losers | 38 | 33 | 45 | 38 | 33 | 45 |
Bars Traded | 3406 | 1525 | 1881 | 3406 | 1525 | 1881 |
Profit Streak | 58.7511 | 102.2511 | 58.7511 | 58.7511 | 102.2511 | 58.7511 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406434 | -167113 | -453189 | -578134 | -213712 | -758592 |
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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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