Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208872.4428 | -3042.2989 | 211914.7417 | 361691.0554 | -208248.7498 | 569939.8051 |
Total P&L (%) | 208.8724 | -3.0423 | 211.9147 | 361.6911 | -208.2488 | 569.9398 |
Avg Daily Profit (%) | 0.1608 | -0.0023 | 0.1632 | 0.1179 | 0 | 0.1466 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52880 | -53647 | -45930 | -299993 | -305644 | -249677 |
Profit Factor | 1.8004 | 0.9797 | 2.905 | 1.3156 | 0.678 | 2.1416 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 91 | 40 | 51 | 91 | 40 | 51 |
Losing Trades | 22 | 17 | 5 | 22 | 17 | 5 |
Profitability (%) | 80.531 | 70.1754 | 91.0714 | 80.531 | 70.1754 | 91.0714 |
Ratio Avg Win / Avg Loss | 0.4353 | 0.4164 | 0.2848 | 0.3181 | 0.2881 | 0.21 |
Largest Winning Trade | 26707 | 13550 | 26707 | 59387 | 30476 | 59387 |
Largest Losing Trade | -45930 | -22341 | -45930 | -249677 | -109157 | -249677 |
Avg Bars in Trades | 32 | 14 | 51 | 32 | 14 | 51 |
Avg Bars in Winners | 12 | 5 | 17 | 12 | 5 | 17 |
Avg Bars in Losers | 118 | 35 | 400 | 118 | 35 | 400 |
Bars Traded | 3709 | 819 | 2890 | 3709 | 819 | 2890 |
Profit Streak | 10.1462 | 176.4796 | 10.1462 | 10.1462 | 176.4796 | 10.1462 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503378 | -756584 | -164354 | -31086 | -756584 | -170102 |
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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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