Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286781.981 | 134122.4113 | 152659.5697 | -114560.1255 | -120987.4262 | 6427.3007 |
Total P&L (%) | 286.782 | 134.1224 | 152.6596 | -114.5601 | -120.9874 | 6.4273 |
Avg Daily Profit (%) | 0.1546 | 0.0723 | 0.0823 | 0 | 0 | 0.0034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119671 | -85323 | -138979 | -1198379 | -605354 | -846935 |
Profit Factor | 1.5425 | 1.4619 | 1.6409 | 0.945 | 0.8904 | 1.0066 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 97 | 47 | 50 | 71 | 34 | 37 |
Losing Trades | 13 | 8 | 5 | 39 | 21 | 18 |
Profitability (%) | 88.1818 | 85.4545 | 90.9091 | 64.5455 | 61.8182 | 67.2727 |
Ratio Avg Win / Avg Loss | 0.2067 | 0.2488 | 0.1641 | 0.5191 | 0.55 | 0.4897 |
Largest Winning Trade | 34704 | 34704 | 20382 | 129164 | 129164 | 99570 |
Largest Losing Trade | -104529 | -58561 | -104529 | -767085 | -605354 | -767085 |
Avg Bars in Trades | 57 | 69 | 44 | 57 | 69 | 44 |
Avg Bars in Winners | 23 | 24 | 22 | 36 | 42 | 31 |
Avg Bars in Losers | 307 | 336 | 262 | 94 | 114 | 71 |
Bars Traded | 6285 | 3827 | 2457 | 6285 | 3827 | 2457 |
Profit Streak | 161.1344 | 161.1344 | 246.6344 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498850 | -271252 | -256425 | -578600 | -759301 | -746893 |
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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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