Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317109.1812 | 70534.6957 | 246574.4855 | 273338.4123 | -538996.4988 | 812334.9111 |
Total P&L (%) | 317.1092 | 70.5347 | 246.5745 | 273.3384 | -538.9965 | 812.3349 |
Avg Daily Profit (%) | 0.1905 | 0.0424 | 0.1481 | 0.0792 | 0 | 0.1329 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124353 | -146283 | -29045 | -502096 | -818368 | -38631 |
Profit Factor | 1.9305 | 1.2412 | 6.0989 | 1.1836 | 0.6132 | 9.5009 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 70.3704 | 65 | 75.6098 | 70.3704 | 65 | 75.6098 |
Ratio Avg Win / Avg Loss | 0.8128 | 0.6683 | 1.9674 | 0.4983 | 0.3302 | 3.0648 |
Largest Winning Trade | 115341 | 115341 | 36121 | 111466 | 111466 | 92828 |
Largest Losing Trade | -63363 | -63363 | -28406 | -464293 | -464293 | -34395 |
Avg Bars in Trades | 55 | 72 | 39 | 55 | 72 | 39 |
Avg Bars in Winners | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Losers | 132 | 170 | 80 | 132 | 170 | 80 |
Bars Traded | 4531 | 2913 | 1618 | 4531 | 2913 | 1618 |
Profit Streak | 40.6755 | 40.6755 | 76.6755 | 40.6755 | 40.6755 | 76.6755 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3505 | -135731 | 646005 | -119473 | -578256 | -1937 |
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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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