Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382766.1261 | 344131.0884 | 38635.0377 | -53719.1278 | -63783.4902 | 10064.3624 |
Total P&L (%) | 382.7661 | 344.1311 | 38.635 | -53.7191 | -63.7835 | 10.0644 |
Avg Daily Profit (%) | 0.2013 | 0.181 | 0.0203 | -0.0405 | -0.0534 | 0.005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -253113 | -235319 | -54729 | -957905 | -925421 | -176673 |
Profit Factor | 1.4871 | 1.5124 | 1.3382 | 0.9684 | 0.9564 | 1.0425 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 44.7619 | 34.6154 | 54.717 | 44.7619 | 34.6154 | 54.717 |
Ratio Avg Win / Avg Loss | 1.8351 | 2.8567 | 1.1075 | 1.195 | 1.8065 | 0.8628 |
Largest Winning Trade | 173912 | 173912 | 22650 | 622263 | 622263 | 57693 |
Largest Losing Trade | -47877 | -47877 | -19282 | -345279 | -345279 | -68999 |
Avg Bars in Trades | 107 | 207 | 9 | 107 | 207 | 9 |
Avg Bars in Winners | 121 | 301 | 9 | 121 | 301 | 9 |
Avg Bars in Losers | 96 | 157 | 10 | 96 | 157 | 10 |
Bars Traded | 11294 | 10768 | 526 | 11294 | 10768 | 526 |
Profit Streak | 470.5027 | 0 | 712.0027 | 470.5027 | 0 | 712.0027 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316703 | -176086 | -345526 | -580284 | -764038 | -703053 |
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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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