Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268016.6167 | 73410.1847 | 194606.432 | 113501.9979 | -158452.1495 | 271954.1474 |
Total P&L (%) | 268.0166 | 73.4102 | 194.6064 | 113.502 | -158.4521 | 271.9541 |
Avg Daily Profit (%) | 0.162 | 0.0444 | 0.1176 | 0.0459 | 0 | 0.0794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125194 | -136624 | -27015 | -297624 | -350475 | -14711 |
Profit Factor | 1.8336 | 1.2707 | 4.8642 | 1.2096 | 0.6854 | 8.1919 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 81.9048 | 76.9231 | 86.7925 | 81.9048 | 76.9231 | 86.7925 |
Ratio Avg Win / Avg Loss | 0.4051 | 0.3812 | 0.7402 | 0.2672 | 0.2056 | 1.2466 |
Largest Winning Trade | 108293 | 108293 | 35637 | 50783 | 50783 | 38063 |
Largest Losing Trade | -78400 | -78400 | -24677 | -256860 | -256860 | -14711 |
Avg Bars in Trades | 85 | 117 | 53 | 85 | 117 | 53 |
Avg Bars in Winners | 34 | 29 | 38 | 34 | 29 | 38 |
Avg Bars in Losers | 315 | 408 | 155 | 315 | 408 | 155 |
Bars Traded | 8956 | 6095 | 2861 | 8956 | 6095 | 2861 |
Profit Streak | 47.449 | 47.449 | 583.1157 | 47.449 | 47.449 | 583.1157 |
Trades During Streak | 11 | 5 | 29 | 11 | 5 | 29 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515883 | -310425 | -204900 | -127470 | -755795 | -253328 |
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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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