Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472542.6055 | 450817.9948 | 21724.6108 | -59749.4518 | -138282.169 | 78532.7172 |
Total P&L (%) | 472.5426 | 450.818 | 21.7246 | -59.7495 | -138.2822 | 78.5327 |
Avg Daily Profit (%) | 0.2485 | 0.2371 | 0.0114 | -0.0479 | 0 | 0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208482 | -238376 | -37567 | -602231 | -696190 | -84035 |
Profit Factor | 1.5549 | 1.6752 | 1.1182 | 0.9582 | 0.8797 | 1.2805 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 42.2018 | 35.1852 | 49.0909 | 42.2018 | 35.1852 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.1296 | 3.0858 | 1.1596 | 1.3123 | 1.6205 | 1.328 |
Largest Winning Trade | 351179 | 351179 | 23384 | 486600 | 486600 | 111138 |
Largest Losing Trade | -42081 | -42081 | -23028 | -162726 | -162726 | -84035 |
Avg Bars in Trades | 103 | 176 | 31 | 103 | 176 | 31 |
Avg Bars in Winners | 123 | 254 | 32 | 123 | 254 | 32 |
Avg Bars in Losers | 87 | 133 | 30 | 87 | 133 | 30 |
Bars Traded | 11237 | 9505 | 1732 | 11237 | 9505 | 1732 |
Profit Streak | 486.5183 | 0 | 528.185 | 486.5183 | 0 | 528.185 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310688 | -174982 | -453674 | -581269 | -764094 | -332014 |
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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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