Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174194.5831 | 282117.6683 | -107923.0852 | -459727.5661 | 761095.7437 | -1220823.3098 |
Total P&L (%) | 174.1946 | 282.1177 | -107.9231 | -459.7276 | 761.0957 | -1220.8233 |
Avg Daily Profit (%) | 0.0939 | 0.152 | -0.0582 | 0 | 0.1161 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -388168 | -110103 | -351872 | -2564931 | -813565 | -2461931 |
Profit Factor | 1.1751 | 1.7043 | 0.8184 | 0.9176 | 1.4044 | 0.67 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 64 | 28 | 36 | 58 | 25 | 33 |
Losing Trades | 33 | 20 | 13 | 39 | 23 | 16 |
Profitability (%) | 65.9794 | 58.3333 | 73.4694 | 59.7938 | 52.0833 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.6059 | 1.2174 | 0.2955 | 0.617 | 1.292 | 0.3249 |
Largest Winning Trade | 73087 | 73087 | 36297 | 515680 | 460347 | 515680 |
Largest Losing Trade | -263826 | -58472 | -263826 | -2461931 | -605875 | -2461931 |
Avg Bars in Trades | 55 | 58 | 53 | 55 | 58 | 53 |
Avg Bars in Winners | 37 | 37 | 37 | 49 | 51 | 48 |
Avg Bars in Losers | 90 | 86 | 96 | 65 | 66 | 64 |
Bars Traded | 5412 | 2796 | 2616 | 5412 | 2796 | 2616 |
Profit Streak | 55.8582 | 88.5249 | 55.8582 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93128 | 412514 | -576657 | -579250 | -36519 | -578433 |
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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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