Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254606.7928 | 170891.9359 | 83714.8569 | -539113.5803 | 421269.9205 | -960383.5007 |
Total P&L (%) | 254.6068 | 170.8919 | 83.7149 | -539.1136 | 421.2699 | -960.3835 |
Avg Daily Profit (%) | 0.179 | 0.1201 | 0.0589 | 0 | 0.1161 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121709 | -20545 | -151418 | -2523017 | -283624 | -2330938 |
Profit Factor | 1.9443 | 4.5744 | 1.3774 | 0.8278 | 1.9719 | 0.644 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 85 | 43 | 42 | 64 | 31 | 33 |
Losing Trades | 10 | 5 | 5 | 31 | 17 | 14 |
Profitability (%) | 89.4737 | 89.5833 | 89.3617 | 67.3684 | 64.5833 | 70.2128 |
Ratio Avg Win / Avg Loss | 0.2287 | 0.5319 | 0.164 | 0.401 | 1.0814 | 0.2732 |
Largest Winning Trade | 49944 | 32478 | 49944 | 302421 | 103314 | 302421 |
Largest Losing Trade | -120291 | -15284 | -120291 | -2213284 | -86146 | -2213284 |
Avg Bars in Trades | 56 | 11 | 103 | 56 | 11 | 103 |
Avg Bars in Winners | 24 | 6 | 42 | 54 | 9 | 95 |
Avg Bars in Losers | 336 | 56 | 616 | 62 | 14 | 120 |
Bars Traded | 5407 | 556 | 4851 | 5407 | 556 | 4851 |
Profit Streak | 7.2779 | 173.2779 | 7.2779 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553087 | -21323 | -109420 | -577995 | -33063 | -578076 |
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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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