Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263633.9697 | 33711.5151 | 229922.4546 | -408210.8203 | 97711.1832 | -505922.0034 |
Total P&L (%) | 263.634 | 33.7115 | 229.9225 | -408.2108 | 97.7112 | -505.922 |
Avg Daily Profit (%) | 0.1733 | 0.0222 | 0.1511 | 0 | 0.0448 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116179 | -32904 | -111152 | -946087 | -65628 | -909255 |
Profit Factor | 2.077 | 1.4367 | 2.3719 | 0.6725 | 1.6805 | 0.5413 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 82 | 36 | 46 | 53 | 28 | 25 |
Losing Trades | 21 | 16 | 5 | 50 | 24 | 26 |
Profitability (%) | 79.6117 | 69.2308 | 90.1961 | 51.4563 | 53.8462 | 49.0196 |
Ratio Avg Win / Avg Loss | 0.5319 | 0.6386 | 0.2578 | 0.6344 | 1.4404 | 0.5629 |
Largest Winning Trade | 23518 | 12143 | 23518 | 100290 | 63964 | 100290 |
Largest Losing Trade | -111152 | -21398 | -111152 | -709014 | -44625 | -709014 |
Avg Bars in Trades | 52 | 7 | 97 | 52 | 7 | 97 |
Avg Bars in Winners | 39 | 4 | 67 | 53 | 9 | 101 |
Avg Bars in Losers | 102 | 15 | 382 | 51 | 5 | 94 |
Bars Traded | 5392 | 396 | 4996 | 5392 | 396 | 4996 |
Profit Streak | 125.5004 | 125.5004 | 211.0004 | 0 | 0 | 0 |
Trades During Streak | 14 | 7 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526828 | -342589 | -164697 | -580315 | -310266 | -761214 |
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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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