Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319618.5376 | 323100.3226 | -3481.785 | -60568.8908 | -95289.8192 | 34720.9284 |
Total P&L (%) | 319.6185 | 323.1003 | -3.4818 | -60.5689 | -95.2898 | 34.7209 |
Avg Daily Profit (%) | 0.1723 | 0.1742 | -0.0019 | -0.0502 | -0.1646 | 0.0161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261241 | -258957 | -33440 | -619253 | -642893 | -42848 |
Profit Factor | 1.4943 | 1.5796 | 0.9609 | 0.9388 | 0.8929 | 1.3473 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 48.5981 | 43.3962 | 53.7037 | 48.5981 | 43.3962 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.5806 | 2.0604 | 0.8284 | 0.9929 | 1.1646 | 1.1615 |
Largest Winning Trade | 180391 | 180391 | 11935 | 332931 | 332931 | 38955 |
Largest Losing Trade | -62837 | -62837 | -17158 | -305768 | -305768 | -20058 |
Avg Bars in Trades | 68 | 135 | 1 | 68 | 135 | 1 |
Avg Bars in Winners | 64 | 144 | 1 | 64 | 144 | 1 |
Avg Bars in Losers | 71 | 129 | 1 | 71 | 129 | 1 |
Bars Traded | 7277 | 7188 | 89 | 7277 | 7188 | 89 |
Profit Streak | 23.2325 | 0 | 52.9825 | 23.2325 | 0 | 52.9825 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361906 | -172318 | -759512 | -580492 | -761734 | -352429 |
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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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