Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372004.9003 | 203009.0581 | 168995.8422 | -491538.8346 | -61956.7295 | -429582.105 |
Total P&L (%) | 372.0049 | 203.0091 | 168.9958 | -491.5388 | -61.9567 | -429.5821 |
Avg Daily Profit (%) | 0.1977 | 0.1079 | 0.0898 | 0 | -0.0513 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111562 | -54224 | -111562 | -631989 | -200128 | -622007 |
Profit Factor | 1.93 | 3.0606 | 1.5605 | 0.6849 | 0.8642 | 0.6108 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 98 | 49 | 49 | 25 | 14 | 11 |
Losing Trades | 19 | 10 | 9 | 92 | 45 | 47 |
Profitability (%) | 83.7607 | 83.0508 | 84.4828 | 21.3675 | 23.7288 | 18.9655 |
Ratio Avg Win / Avg Loss | 0.3742 | 0.6246 | 0.2866 | 2.5204 | 2.7777 | 2.6099 |
Largest Winning Trade | 50425 | 50425 | 26696 | 236759 | 199640 | 236759 |
Largest Losing Trade | -111562 | -54224 | -111562 | -237159 | -47620 | -237159 |
Avg Bars in Trades | 186 | 67 | 307 | 186 | 67 | 307 |
Avg Bars in Winners | 119 | 41 | 196 | 327 | 160 | 539 |
Avg Bars in Losers | 533 | 195 | 908 | 148 | 38 | 253 |
Bars Traded | 21817 | 3986 | 17831 | 21817 | 3986 | 17831 |
Profit Streak | 106.2383 | 183.9883 | 106.2383 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531433 | -217016 | -247836 | -623514 | -790375 | -814744 |
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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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