Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400933.2402 | 369386.4131 | 31546.8271 | 107758.6846 | -168342.0381 | 276100.7227 |
Total P&L (%) | 400.9332 | 369.3864 | 31.5468 | 107.7587 | -168.342 | 276.1007 |
Avg Daily Profit (%) | 0.1596 | 0.1471 | 0.0126 | 0.0291 | 0 | 0.0528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151468 | -126223 | -33658 | -1317126 | -1323819 | -207275 |
Profit Factor | 1.6695 | 1.8319 | 1.2038 | 1.0339 | 0.933 | 1.4141 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 50.4348 | 40.3509 | 60.3448 | 50.4348 | 40.3509 | 60.3448 |
Ratio Avg Win / Avg Loss | 1.6407 | 2.708 | 0.7911 | 1.0161 | 1.3792 | 0.9293 |
Largest Winning Trade | 220040 | 220040 | 18118 | 764521 | 764521 | 228449 |
Largest Losing Trade | -35752 | -35752 | -19861 | -516135 | -516135 | -193289 |
Avg Bars in Trades | 126 | 239 | 16 | 126 | 239 | 16 |
Avg Bars in Winners | 134 | 317 | 13 | 134 | 317 | 13 |
Avg Bars in Losers | 119 | 186 | 20 | 119 | 186 | 20 |
Bars Traded | 14574 | 13631 | 942 | 14574 | 13631 | 942 |
Profit Streak | 101.8237 | 101.8237 | 102.9904 | 101.8237 | 101.8237 | 102.9904 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437618 | -176487 | -358682 | -335499 | -762358 | -300830 |
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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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