Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257266.8151 | 22737.7252 | 234529.0899 | -333298.1344 | -57472.9233 | -275825.2111 |
Total P&L (%) | 257.2668 | 22.7377 | 234.5291 | -333.2981 | -57.4729 | -275.8252 |
Avg Daily Profit (%) | 0.1696 | 0.015 | 0.1546 | 0 | -0.0563 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144844 | -39128 | -123797 | -1374437 | -207545 | -1325013 |
Profit Factor | 1.6663 | 1.176 | 1.913 | 0.8744 | 0.9043 | 0.8656 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 60 | 24 | 36 | 53 | 22 | 31 |
Losing Trades | 45 | 29 | 16 | 52 | 31 | 21 |
Profitability (%) | 57.1429 | 45.283 | 69.2308 | 50.4762 | 41.5094 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.2497 | 1.4209 | 0.8502 | 0.8579 | 1.2742 | 0.5864 |
Largest Winning Trade | 47548 | 24568 | 47548 | 246809 | 144158 | 246809 |
Largest Losing Trade | -114216 | -16741 | -114216 | -1226642 | -72159 | -1226642 |
Avg Bars in Trades | 80 | 26 | 136 | 80 | 26 | 136 |
Avg Bars in Winners | 72 | 19 | 108 | 75 | 24 | 111 |
Avg Bars in Losers | 91 | 31 | 199 | 86 | 26 | 173 |
Bars Traded | 8479 | 1382 | 7097 | 8479 | 1382 | 7097 |
Profit Streak | 51.4541 | 116.7874 | 0 | 0 | 0 | 90.2874 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402311 | -385129 | -169474 | -580436 | -762190 | -759028 |
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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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