Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463468.163 | 362583.6326 | 100884.5304 | 80772.9253 | 781579.6063 | -700806.681 |
Total P&L (%) | 463.4682 | 362.5836 | 100.8845 | 80.7729 | 781.5796 | -700.8067 |
Avg Daily Profit (%) | 0.2499 | 0.1955 | 0.0544 | 0.0319 | 0.1174 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136129 | -53544 | -144682 | -990480 | -315213 | -1025913 |
Profit Factor | 1.6697 | 2.5909 | 1.2174 | 1.0321 | 2.0863 | 0.6096 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 56.4815 | 57.4074 | 55.5556 | 56.4815 | 57.4074 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.2865 | 1.9223 | 0.9739 | 0.7952 | 1.5479 | 0.4877 |
Largest Winning Trade | 79718 | 79718 | 76314 | 264625 | 264625 | 145754 |
Largest Losing Trade | -83444 | -36616 | -83444 | -753799 | -126043 | -753799 |
Avg Bars in Trades | 65 | 33 | 97 | 65 | 33 | 97 |
Avg Bars in Winners | 65 | 33 | 98 | 65 | 33 | 98 |
Avg Bars in Losers | 66 | 34 | 96 | 66 | 34 | 96 |
Bars Traded | 7107 | 1829 | 5279 | 7107 | 1829 | 5279 |
Profit Streak | 16.2326 | 0 | 71.7326 | 16.2326 | 0 | 71.7326 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424904 | -166571 | -300728 | -335386 | -210938 | -759146 |
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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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