Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266505.7842 | -32775.6312 | 299281.4154 | 100478.157 | -202141.5086 | 302619.6656 |
Total P&L (%) | 266.5058 | -32.7756 | 299.2814 | 100.4782 | -202.1415 | 302.6197 |
Avg Daily Profit (%) | 0.1729 | -0.0213 | 0.1941 | 0.0451 | 0 | 0.0904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116634 | -68303 | -90938 | -1110978 | -353564 | -814916 |
Profit Factor | 2.0101 | 0.7771 | 3.5622 | 1.0641 | 0.6445 | 1.3028 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 72 | 28 | 44 | 72 | 28 | 44 |
Losing Trades | 23 | 20 | 3 | 23 | 20 | 3 |
Profitability (%) | 75.7895 | 58.3333 | 93.617 | 75.7895 | 58.3333 | 93.617 |
Ratio Avg Win / Avg Loss | 0.6421 | 0.5551 | 0.2429 | 0.3399 | 0.4604 | 0.0888 |
Largest Winning Trade | 24517 | 11696 | 24517 | 234577 | 92187 | 234577 |
Largest Losing Trade | -90773 | -37707 | -90773 | -790562 | -177333 | -790562 |
Avg Bars in Trades | 44 | 10 | 78 | 44 | 10 | 78 |
Avg Bars in Winners | 31 | 3 | 48 | 31 | 3 | 48 |
Avg Bars in Losers | 86 | 20 | 525 | 86 | 20 | 525 |
Bars Traded | 4221 | 510 | 3711 | 4221 | 510 | 3711 |
Profit Streak | 109.9542 | 109.9542 | 255.9542 | 109.9542 | 109.9542 | 255.9542 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477473 | -578769 | 656924 | -279517 | -578769 | -67143 |
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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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