Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409515.3019 | 176458.3616 | 233056.9403 | 488715.2927 | -337407.185 | 826122.4777 |
Total P&L (%) | 409.5153 | 176.4584 | 233.0569 | 488.7153 | -337.4072 | 826.1225 |
Avg Daily Profit (%) | 0.2465 | 0.1062 | 0.1403 | 0.1068 | 0 | 0.1341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187927 | -180795 | -60317 | -820616 | -872980 | -105819 |
Profit Factor | 1.8469 | 1.5415 | 2.4782 | 1.2332 | 0.7908 | 2.7124 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 61.3861 | 54 | 68.6275 | 61.3861 | 54 | 68.6275 |
Ratio Avg Win / Avg Loss | 1.1618 | 1.3131 | 1.1329 | 0.7757 | 0.6737 | 1.24 |
Largest Winning Trade | 121071 | 121071 | 43513 | 175400 | 164922 | 175400 |
Largest Losing Trade | -57382 | -51824 | -57382 | -482280 | -482280 | -81212 |
Avg Bars in Trades | 45 | 61 | 29 | 45 | 61 | 29 |
Avg Bars in Winners | 35 | 44 | 28 | 35 | 44 | 28 |
Avg Bars in Losers | 61 | 81 | 31 | 61 | 81 | 31 |
Bars Traded | 4570 | 3084 | 1486 | 4570 | 3084 | 1486 |
Profit Streak | 41.9025 | 43.2358 | 41.9025 | 41.9025 | 43.2358 | 41.9025 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491742 | -228148 | -178488 | -49169 | -759327 | -185906 |
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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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