Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362972.8506 | 57676.7796 | 305296.071 | 122232.3579 | 185499.1905 | -63266.8326 |
Total P&L (%) | 362.9729 | 57.6768 | 305.2961 | 122.2324 | 185.4992 | -63.2668 |
Avg Daily Profit (%) | 0.2382 | 0.0378 | 0.2003 | 0.0524 | 0.0689 | -0.0657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150729 | -73915 | -128093 | -2715524 | -485719 | -2612693 |
Profit Factor | 1.6664 | 1.2514 | 1.9683 | 1.0209 | 1.1214 | 0.9853 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 40 | 26 | 14 | 40 | 26 | 14 |
Profitability (%) | 63.964 | 53.5714 | 74.5455 | 63.964 | 53.5714 | 74.5455 |
Ratio Avg Win / Avg Loss | 0.9388 | 1.0846 | 0.6721 | 0.5752 | 0.9718 | 0.3365 |
Largest Winning Trade | 34470 | 32501 | 34470 | 542744 | 415582 | 542744 |
Largest Losing Trade | -78689 | -43093 | -78689 | -1921574 | -377822 | -1921574 |
Avg Bars in Trades | 157 | 76 | 239 | 157 | 76 | 239 |
Avg Bars in Winners | 129 | 57 | 183 | 129 | 57 | 183 |
Avg Bars in Losers | 205 | 98 | 404 | 205 | 98 | 404 |
Bars Traded | 17450 | 4283 | 13167 | 17450 | 4283 | 13167 |
Profit Streak | 52.8894 | 88.4728 | 52.8894 | 52.8894 | 88.4728 | 52.8894 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426238 | -322011 | -167725 | -318571 | -368320 | -757088 |
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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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