Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268391.2293 | 148125.6707 | 120265.5586 | -377718.113 | 1490589.4696 | -1868307.5826 |
Total P&L (%) | 268.3912 | 148.1257 | 120.2656 | -377.7181 | 1490.5895 | -1868.3076 |
Avg Daily Profit (%) | 0.1486 | 0.082 | 0.0666 | 0 | 0.1533 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116359 | -55267 | -110103 | -3190985 | -262139 | -3171003 |
Profit Factor | 2.0545 | 2.4887 | 1.7758 | 0.9095 | 4.2891 | 0.4976 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 73 | 35 | 38 | 70 | 34 | 36 |
Losing Trades | 12 | 8 | 4 | 15 | 9 | 6 |
Profitability (%) | 85.8824 | 81.3953 | 90.4762 | 82.3529 | 79.0698 | 85.7143 |
Ratio Avg Win / Avg Loss | 0.3377 | 0.5688 | 0.1869 | 0.1949 | 1.1353 | 0.0829 |
Largest Winning Trade | 19312 | 17744 | 19312 | 431728 | 431728 | 218912 |
Largest Losing Trade | -110103 | -32384 | -110103 | -3154234 | -150876 | -3154234 |
Avg Bars in Trades | 33 | 24 | 43 | 33 | 24 | 43 |
Avg Bars in Winners | 14 | 9 | 19 | 16 | 12 | 20 |
Avg Bars in Losers | 148 | 90 | 266 | 114 | 71 | 178 |
Bars Traded | 2876 | 1062 | 1815 | 2876 | 1062 | 1815 |
Profit Streak | 153.16 | 153.16 | 214.16 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446352 | -76553 | -97501 | -576155 | 644334 | -576290 |
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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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