Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253550.1938 | 154147.3341 | 99402.8597 | -394821.8614 | 379641.6404 | -774463.5018 |
Total P&L (%) | 253.5502 | 154.1473 | 99.4029 | -394.8219 | 379.6416 | -774.4635 |
Avg Daily Profit (%) | 0.1793 | 0.109 | 0.0703 | 0 | 0.1109 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115236 | -22408 | -145482 | -1571331 | -142395 | -1490258 |
Profit Factor | 1.9585 | 3.9873 | 1.4668 | 0.8127 | 2.6095 | 0.5864 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 78 | 38 | 40 | 65 | 32 | 33 |
Losing Trades | 13 | 8 | 5 | 26 | 14 | 12 |
Profitability (%) | 85.7143 | 82.6087 | 88.8889 | 71.4286 | 69.5652 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.3264 | 0.8394 | 0.1834 | 0.3251 | 1.1416 | 0.2132 |
Largest Winning Trade | 49944 | 31594 | 49944 | 158989 | 75146 | 158989 |
Largest Losing Trade | -115236 | -15284 | -115236 | -1437321 | -44424 | -1437321 |
Avg Bars in Trades | 52 | 13 | 91 | 52 | 13 | 91 |
Avg Bars in Winners | 20 | 7 | 32 | 37 | 10 | 62 |
Avg Bars in Losers | 243 | 43 | 563 | 90 | 21 | 169 |
Bars Traded | 4748 | 637 | 4111 | 4748 | 637 | 4111 |
Profit Streak | 165.5838 | 165.5838 | 235.8338 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515441 | -38155 | -93402 | -577479 | -38181 | -577687 |
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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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