Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260772.0996 | 203563.2147 | 57208.8849 | -57910.0428 | 365909.4009 | -423819.4436 |
Total P&L (%) | 260.7721 | 203.5632 | 57.2089 | -57.91 | 365.9094 | -423.8194 |
Avg Daily Profit (%) | 0.1827 | 0.1427 | 0.0401 | -0.0606 | 0.1079 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95820 | -53163 | -93052 | -765606 | -112559 | -758197 |
Profit Factor | 1.4127 | 1.6468 | 1.1804 | 0.9667 | 1.6067 | 0.6264 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 52.4272 | 50.9804 | 53.8462 | 52.4272 | 50.9804 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2819 | 1.5834 | 1.0118 | 0.8772 | 1.5449 | 0.5369 |
Largest Winning Trade | 75352 | 75352 | 51883 | 144419 | 144419 | 97293 |
Largest Losing Trade | -93052 | -36947 | -93052 | -747962 | -75289 | -747962 |
Avg Bars in Trades | 39 | 42 | 37 | 39 | 42 | 37 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 42 | 47 | 36 | 42 | 47 | 36 |
Bars Traded | 4102 | 2158 | 1944 | 4102 | 2158 | 1944 |
Profit Streak | 16.042 | 0 | 40.7086 | 16.042 | 0 | 40.7086 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338847 | -179414 | -341310 | -579611 | -225834 | -759785 |
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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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