Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360270.1866 | 57583.4453 | 302686.7414 | -145520.1952 | 274590.9939 | -420111.1891 |
Total P&L (%) | 360.2702 | 57.5834 | 302.6867 | -145.5202 | 274.591 | -420.1112 |
Avg Daily Profit (%) | 0.2351 | 0.0376 | 0.1975 | 0 | 0.0862 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133637 | -77177 | -101184 | -1831406 | -453692 | -1839607 |
Profit Factor | 2.0256 | 1.3224 | 2.7527 | 0.9552 | 1.3456 | 0.8287 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 72 | 32 | 40 | 59 | 29 | 30 |
Losing Trades | 23 | 16 | 7 | 36 | 19 | 17 |
Profitability (%) | 75.7895 | 66.6667 | 85.1064 | 62.1053 | 60.4167 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.6471 | 0.6612 | 0.4817 | 0.5828 | 0.8816 | 0.4696 |
Largest Winning Trade | 37097 | 33188 | 37097 | 288456 | 234505 | 288456 |
Largest Losing Trade | -101184 | -38291 | -101184 | -1807040 | -325873 | -1807040 |
Avg Bars in Trades | 81 | 38 | 126 | 81 | 38 | 126 |
Avg Bars in Winners | 59 | 30 | 83 | 74 | 36 | 111 |
Avg Bars in Losers | 150 | 54 | 371 | 94 | 41 | 153 |
Bars Traded | 7786 | 1848 | 5938 | 7786 | 1848 | 5938 |
Profit Streak | 104.3213 | 104.3213 | 241.4879 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497703 | -142164 | 576451 | -578955 | -77705 | -578904 |
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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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