Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450373.7264 | 350079.6646 | 100294.0619 | -396577.6688 | -12011.8908 | -384565.7781 |
Total P&L (%) | 450.3737 | 350.0797 | 100.2941 | -396.5777 | -12.0119 | -384.5658 |
Avg Daily Profit (%) | 0.2429 | 0.1888 | 0.0541 | 0 | -0.0069 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118973 | -120504 | -136885 | -1007919 | -548775 | -860825 |
Profit Factor | 1.7507 | 2.1506 | 1.3393 | 0.8377 | 0.9895 | 0.7033 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 53 | 27 | 26 | 43 | 21 | 22 |
Losing Trades | 24 | 11 | 13 | 34 | 17 | 17 |
Profitability (%) | 68.8312 | 71.0526 | 66.6667 | 55.8442 | 55.2632 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.7928 | 0.8762 | 0.6696 | 0.6624 | 0.801 | 0.5435 |
Largest Winning Trade | 56294 | 56294 | 37952 | 140492 | 140492 | 127957 |
Largest Losing Trade | -115087 | -65402 | -115087 | -803799 | -327577 | -803799 |
Avg Bars in Trades | 137 | 183 | 92 | 137 | 183 | 92 |
Avg Bars in Winners | 91 | 110 | 71 | 105 | 146 | 66 |
Avg Bars in Losers | 239 | 363 | 134 | 178 | 229 | 127 |
Bars Traded | 10602 | 6982 | 3620 | 10602 | 6982 | 3620 |
Profit Streak | 77.8809 | 77.8809 | 280.8809 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33660 | 436969 | -118467 | -626020 | -580082 | -579926 |
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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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