Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366605.3457 | 66212.8708 | 300392.475 | -4483.5255 | 280025.2711 | -284508.7966 |
Total P&L (%) | 366.6053 | 66.2129 | 300.3925 | -4.4835 | 280.0253 | -284.5088 |
Avg Daily Profit (%) | 0.2401 | 0.0434 | 0.1968 | -0.003 | 0.0875 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96985 | -45681 | -96985 | -884912 | -51986 | -880862 |
Profit Factor | 2.0848 | 1.5685 | 2.3563 | 0.9961 | 3.3028 | 0.7201 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 62.6667 | 52.6316 | 72.973 | 62.6667 | 52.6316 | 72.973 |
Ratio Avg Win / Avg Loss | 1.242 | 1.4116 | 0.8727 | 0.5934 | 2.9725 | 0.2667 |
Largest Winning Trade | 52457 | 52457 | 43568 | 203034 | 118102 | 203034 |
Largest Losing Trade | -96985 | -18101 | -96985 | -876405 | -26257 | -876405 |
Avg Bars in Trades | 51 | 9 | 95 | 51 | 9 | 95 |
Avg Bars in Winners | 48 | 11 | 76 | 48 | 11 | 76 |
Avg Bars in Losers | 57 | 7 | 147 | 57 | 7 | 147 |
Bars Traded | 3877 | 350 | 3528 | 3877 | 350 | 3528 |
Profit Streak | 209.3492 | 209.3492 | 280.0158 | 209.3492 | 209.3492 | 280.0158 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47106 | -131514 | 493259 | -638701 | -67849 | -576379 |
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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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