Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189201.6412 | 179491.2657 | 9710.3755 | -62007.6473 | 1015114.2211 | -1077121.8684 |
Total P&L (%) | 189.2016 | 179.4913 | 9.7104 | -62.0076 | 1015.1142 | -1077.1219 |
Avg Daily Profit (%) | 0.1334 | 0.1265 | 0.0068 | -0.0682 | 0.1701 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220026 | -75716 | -149385 | -1591323 | -268920 | -1506080 |
Profit Factor | 1.3718 | 2.0122 | 1.0293 | 0.9821 | 2.3426 | 0.6019 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 58.9474 | 55.3191 | 62.5 | 58.9474 | 55.3191 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9554 | 1.6253 | 0.6176 | 0.684 | 1.8921 | 0.3611 |
Largest Winning Trade | 56675 | 45852 | 56675 | 256508 | 256508 | 122572 |
Largest Losing Trade | -90463 | -36658 | -90463 | -1470750 | -243437 | -1470750 |
Avg Bars in Trades | 55 | 63 | 47 | 55 | 63 | 47 |
Avg Bars in Winners | 32 | 38 | 26 | 32 | 38 | 26 |
Avg Bars in Losers | 88 | 95 | 81 | 88 | 95 | 81 |
Bars Traded | 5281 | 3007 | 2274 | 5281 | 3007 | 2274 |
Profit Streak | 8.1668 | 0 | 10.9168 | 8.1668 | 0 | 10.9168 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14052 | -19526 | -537080 | -578691 | 468520 | -578425 |
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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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