Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291635.7083 | 16361.5692 | 275274.1391 | 208446.9441 | -15023.7451 | 223470.6891 |
Total P&L (%) | 291.6357 | 16.3616 | 275.2741 | 208.4469 | -15.0237 | 223.4707 |
Avg Daily Profit (%) | 0.1913 | 0.0107 | 0.1806 | 0.0739 | -0.0107 | 0.0771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123549 | -81236 | -104839 | -762844 | -277607 | -696618 |
Profit Factor | 1.5754 | 1.0623 | 2.1278 | 1.1065 | 0.9805 | 1.1881 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Profitability (%) | 61.9048 | 54.717 | 69.2308 | 61.9048 | 54.717 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.9695 | 0.8791 | 0.9457 | 0.6809 | 0.8114 | 0.528 |
Largest Winning Trade | 43016 | 32388 | 43016 | 156668 | 106929 | 156668 |
Largest Losing Trade | -68157 | -37672 | -68157 | -600852 | -103021 | -600852 |
Avg Bars in Trades | 83 | 56 | 109 | 83 | 56 | 109 |
Avg Bars in Winners | 63 | 53 | 71 | 63 | 53 | 71 |
Avg Bars in Losers | 114 | 60 | 194 | 114 | 60 | 194 |
Bars Traded | 8715 | 3012 | 5703 | 8715 | 3012 | 5703 |
Profit Streak | 13.9272 | 90.0939 | 0 | 13.9272 | 90.0939 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362424 | -519980 | -168838 | -196833 | -759262 | -282951 |
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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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