Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 325921.997 | 269198.8302 | 56723.1668 | -20343.1136 | 683833.4523 | -704176.5659 |
Total P&L (%) | 325.922 | 269.1988 | 56.7232 | -20.3431 | 683.8335 | -704.1766 |
Avg Daily Profit (%) | 0.1755 | 0.1449 | 0.0305 | -0.0122 | 0.1109 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197364 | -95775 | -141620 | -1076411 | -414262 | -812367 |
Profit Factor | 1.4682 | 1.9076 | 1.142 | 0.9922 | 1.7775 | 0.5902 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 60.5505 | 63.6364 | 57.4074 | 60.5505 | 63.6364 | 57.4074 |
Ratio Avg Win / Avg Loss | 0.9566 | 1.0901 | 0.8473 | 0.6464 | 1.0157 | 0.4379 |
Largest Winning Trade | 93958 | 93958 | 65242 | 381451 | 381451 | 151179 |
Largest Losing Trade | -82970 | -51344 | -82970 | -443093 | -239463 | -443093 |
Avg Bars in Trades | 98 | 65 | 131 | 98 | 65 | 131 |
Avg Bars in Winners | 93 | 52 | 139 | 93 | 52 | 139 |
Avg Bars in Losers | 105 | 88 | 119 | 105 | 88 | 119 |
Bars Traded | 10688 | 3612 | 7076 | 10688 | 3612 | 7076 |
Profit Streak | 58.314 | 58.314 | 304.6473 | 58.314 | 58.314 | 304.6473 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341746 | -174770 | -396631 | -578141 | -219962 | -758442 |
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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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