Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65014.8841 | 169770.806 | -104755.9219 | 7288207.6812 | -995563.8836 | 8283771.5648 |
Total P&L (%) | 65.0149 | 169.7708 | -104.7559 | 7288.2077 | -995.5639 | 8283.7716 |
Avg Daily Profit (%) | 0.03 | 0.0782 | -0.0483 | 0.1984 | 0 | 0.2043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -352934 | -93117 | -393743 | -3603823 | -5529693 | -1487754 |
Profit Factor | 1.0875 | 1.7978 | 0.8023 | 1.484 | 0.903 | 2.7271 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 80 | 40 | 40 | 74 | 37 | 37 |
Losing Trades | 22 | 11 | 11 | 28 | 14 | 14 |
Profitability (%) | 78.4314 | 78.4314 | 78.4314 | 72.549 | 72.549 | 72.549 |
Ratio Avg Win / Avg Loss | 0.2991 | 0.4944 | 0.2206 | 0.5615 | 0.3417 | 1.0319 |
Largest Winning Trade | 55781 | 55781 | 54902 | 2395745 | 945366 | 2395745 |
Largest Losing Trade | -262149 | -43671 | -262149 | -2010056 | -2010056 | -1487754 |
Avg Bars in Trades | 80 | 77 | 84 | 80 | 77 | 84 |
Avg Bars in Winners | 53 | 48 | 59 | 60 | 48 | 73 |
Avg Bars in Losers | 179 | 181 | 176 | 133 | 152 | 114 |
Bars Traded | 8244 | 3928 | 4316 | 8244 | 3928 | 4316 |
Profit Streak | 185.6622 | 212.9122 | 185.6622 | 185.6622 | 212.9122 | 185.6622 |
Trades During Streak | 12 | 7 | 6 | 12 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -273282 | -262784 | -755709 | 454564 | -756451 | -163527 |
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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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