Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344749.4795 | 150693.0966 | 194056.383 | -761342.6538 | 252592.6664 | -1013935.3202 |
Total P&L (%) | 344.7495 | 150.6931 | 194.0564 | -761.3427 | 252.5927 | -1013.9353 |
Avg Daily Profit (%) | 0.1829 | 0.08 | 0.103 | 0 | 0.0669 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112157 | -22602 | -109949 | -1994469 | -177565 | -1816903 |
Profit Factor | 2.8532 | 3.9907 | 2.4306 | 0.6508 | 1.8032 | 0.4565 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 75 | 36 | 39 | 49 | 25 | 24 |
Losing Trades | 9 | 6 | 3 | 35 | 17 | 18 |
Profitability (%) | 89.2857 | 85.7143 | 92.8571 | 58.3333 | 59.5238 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.3424 | 0.6651 | 0.187 | 0.4648 | 1.2262 | 0.3424 |
Largest Winning Trade | 24342 | 18919 | 24342 | 208796 | 162441 | 208796 |
Largest Losing Trade | -109949 | -22602 | -109949 | -1433396 | -57073 | -1433396 |
Avg Bars in Trades | 55 | 22 | 88 | 55 | 22 | 88 |
Avg Bars in Winners | 36 | 13 | 57 | 29 | 19 | 40 |
Avg Bars in Losers | 213 | 77 | 485 | 92 | 27 | 152 |
Bars Traded | 4671 | 956 | 3715 | 4671 | 956 | 3715 |
Profit Streak | 167.8673 | 167.8673 | 530.8673 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 15 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 608614 | -75800 | -46969 | -579473 | -99761 | -579808 |
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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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