Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359422.2447 | 116075.8475 | 243346.3972 | 790894.7478 | -263907.3989 | 1054802.1468 |
Total P&L (%) | 359.4222 | 116.0758 | 243.3464 | 790.8947 | -263.9074 | 1054.8021 |
Avg Daily Profit (%) | 0.2411 | 0.0779 | 0.1632 | 0.1468 | 0 | 0.1642 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106000 | -70889 | -46079 | -1535645 | -1313086 | -440922 |
Profit Factor | 1.9002 | 1.4825 | 2.5334 | 1.206 | 0.8908 | 1.7412 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 55.9524 | 50 | 61.9048 | 55.9524 | 50 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.4959 | 1.4825 | 1.559 | 0.9494 | 0.8908 | 1.0715 |
Largest Winning Trade | 66045 | 66045 | 63713 | 538248 | 269419 | 538248 |
Largest Losing Trade | -26087 | -26087 | -23054 | -574525 | -574525 | -211431 |
Avg Bars in Trades | 102 | 80 | 124 | 102 | 80 | 124 |
Avg Bars in Winners | 106 | 68 | 137 | 106 | 68 | 137 |
Avg Bars in Losers | 97 | 93 | 103 | 97 | 93 | 103 |
Bars Traded | 8603 | 3386 | 5217 | 8603 | 3386 | 5217 |
Profit Streak | 16.476 | 32.6427 | 0 | 16.476 | 32.6427 | 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 | 433411 | -87209 | 494023 | 99637 | -580193 | 414297 |
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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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