Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228496.9628 | 4718.8071 | 223778.1557 | -611268.4265 | 31170.6178 | -642439.0443 |
Total P&L (%) | 228.497 | 4.7188 | 223.7782 | -611.2684 | 31.1706 | -642.439 |
Avg Daily Profit (%) | 0.1499 | 0.0031 | 0.1468 | 0 | 0.0178 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162287 | -52425 | -145756 | -1505193 | -112517 | -1541280 |
Profit Factor | 1.4821 | 1.0316 | 1.6894 | 0.7891 | 1.0515 | 0.7198 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 60 | 25 | 35 | 51 | 23 | 28 |
Losing Trades | 37 | 24 | 13 | 46 | 26 | 20 |
Profitability (%) | 61.8557 | 51.0204 | 72.9167 | 52.5773 | 46.9388 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.9139 | 0.9903 | 0.6275 | 0.7118 | 1.1886 | 0.5142 |
Largest Winning Trade | 45093 | 18770 | 45093 | 213148 | 107473 | 213148 |
Largest Losing Trade | -141205 | -16112 | -141205 | -968177 | -100599 | -968177 |
Avg Bars in Trades | 86 | 6 | 168 | 86 | 6 | 168 |
Avg Bars in Winners | 76 | 7 | 125 | 53 | 5 | 93 |
Avg Bars in Losers | 102 | 5 | 281 | 122 | 7 | 273 |
Bars Traded | 8375 | 306 | 8069 | 8375 | 306 | 8069 |
Profit Streak | 55.5711 | 55.5711 | 55.7378 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355361 | -540419 | 267051 | -580185 | -336823 | -579609 |
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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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