Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253294.6589 | -39270.8662 | 292565.5252 | 252937.5023 | -182560.2542 | 435497.7565 |
Total P&L (%) | 253.2947 | -39.2709 | 292.5655 | 252.9375 | -182.5603 | 435.4978 |
Avg Daily Profit (%) | 0.1662 | -0.0258 | 0.192 | 0.0828 | 0 | 0.1102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107345 | -52346 | -115020 | -466288 | -194833 | -476241 |
Profit Factor | 1.7249 | 0.6647 | 2.2596 | 1.2108 | 0.4996 | 1.5214 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 35 | 23 | 12 | 35 | 23 | 12 |
Profitability (%) | 72.4409 | 64.0625 | 80.9524 | 72.4409 | 64.0625 | 80.9524 |
Ratio Avg Win / Avg Loss | 0.6562 | 0.3729 | 0.5317 | 0.4606 | 0.2803 | 0.358 |
Largest Winning Trade | 31634 | 8589 | 31634 | 112011 | 25831 | 112011 |
Largest Losing Trade | -71029 | -16259 | -71029 | -404687 | -59450 | -404687 |
Avg Bars in Trades | 128 | 3 | 255 | 128 | 3 | 255 |
Avg Bars in Winners | 77 | 2 | 138 | 77 | 2 | 138 |
Avg Bars in Losers | 262 | 6 | 753 | 262 | 6 | 753 |
Bars Traded | 16339 | 234 | 16106 | 16339 | 234 | 16106 |
Profit Streak | 183.1092 | 183.1092 | 282.7759 | 183.1092 | 183.1092 | 282.7759 |
Trades During Streak | 6 | 3 | 10 | 6 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450285 | -716500 | -132122 | -79870 | -716500 | -187344 |
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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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