Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290416.659 | 193963.846 | 96452.813 | 40784.2385 | -97256.6756 | 138040.9141 |
Total P&L (%) | 290.4167 | 193.9638 | 96.4528 | 40.7842 | -97.2567 | 138.0409 |
Avg Daily Profit (%) | 0.1508 | 0.1007 | 0.0501 | 0.0178 | -0.1866 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171313 | -187580 | -31220 | -580639 | -643159 | -44526 |
Profit Factor | 1.5658 | 1.4425 | 2.2874 | 1.0329 | 0.9119 | 2.0263 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 72.381 | 67.3077 | 77.3585 | 72.381 | 67.3077 | 77.3585 |
Ratio Avg Win / Avg Loss | 0.5975 | 0.7006 | 0.6695 | 0.3941 | 0.4429 | 0.5931 |
Largest Winning Trade | 102985 | 102985 | 15416 | 219320 | 219320 | 25334 |
Largest Losing Trade | -63469 | -63469 | -29138 | -278774 | -278774 | -41620 |
Avg Bars in Trades | 53 | 104 | 2 | 53 | 104 | 2 |
Avg Bars in Winners | 20 | 42 | 2 | 20 | 42 | 2 |
Avg Bars in Losers | 137 | 232 | 3 | 137 | 232 | 3 |
Bars Traded | 5577 | 5448 | 129 | 5577 | 5448 | 129 |
Profit Streak | 19.1266 | 0 | 112.1266 | 19.1266 | 0 | 112.1266 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405365 | -237006 | -300101 | -353211 | -758589 | -307326 |
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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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