Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605359.6609 | 589531.0671 | 15828.5937 | -92744.8774 | 85644.5081 | -178389.3855 |
Total P&L (%) | 605.3597 | 589.5311 | 15.8286 | -92.7449 | 85.6445 | -178.3894 |
Avg Daily Profit (%) | 0.2549 | 0.2482 | 0.0067 | -0.1104 | 0.0261 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140661 | -78941 | -196373 | -291236 | -158452 | -270172 |
Profit Factor | 1.5729 | 2.3273 | 1.0258 | 0.9261 | 1.1526 | 0.743 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 51.4019 | 53.7037 | 49.0566 | 51.4019 | 53.7037 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.4871 | 2.0063 | 1.0653 | 0.8756 | 0.9936 | 0.7715 |
Largest Winning Trade | 168700 | 168700 | 58518 | 120431 | 120431 | 86281 |
Largest Losing Trade | -90643 | -62698 | -90643 | -169928 | -106630 | -169928 |
Avg Bars in Trades | 128 | 109 | 147 | 128 | 109 | 147 |
Avg Bars in Winners | 130 | 95 | 169 | 130 | 95 | 169 |
Avg Bars in Losers | 126 | 126 | 126 | 126 | 126 | 126 |
Bars Traded | 13765 | 5938 | 7828 | 13765 | 5938 | 7828 |
Profit Streak | 27.109 | 44.9423 | 0 | 27.109 | 44.9423 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405566 | -166137 | -566116 | -579770 | -391474 | -761200 |
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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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