Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556568.414 | 552763.4204 | 3804.9936 | -15176.4723 | -89121.7844 | 73945.3121 |
Total P&L (%) | 556.5684 | 552.7634 | 3.805 | -15.1765 | -89.1218 | 73.9453 |
Avg Daily Profit (%) | 0.2297 | 0.2281 | 0.0016 | -0.0068 | -0.0915 | 0.0228 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183796 | -133926 | -67042 | -681129 | -604320 | -159945 |
Profit Factor | 1.7534 | 2.1515 | 1.0147 | 0.9901 | 0.9153 | 1.153 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 48.6239 | 44.4444 | 52.7273 | 48.6239 | 44.4444 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.8527 | 2.6893 | 0.9097 | 1.0462 | 1.1441 | 1.0337 |
Largest Winning Trade | 367173 | 367173 | 42672 | 295635 | 295635 | 109058 |
Largest Losing Trade | -39387 | -39387 | -37172 | -230912 | -230912 | -90748 |
Avg Bars in Trades | 63 | 113 | 14 | 63 | 113 | 14 |
Avg Bars in Winners | 73 | 143 | 15 | 73 | 143 | 15 |
Avg Bars in Losers | 54 | 89 | 13 | 54 | 89 | 13 |
Bars Traded | 6904 | 6109 | 795 | 6904 | 6109 | 795 |
Profit Streak | 100.9416 | 100.9416 | 441.9416 | 100.9416 | 100.9416 | 441.9416 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458163 | -169284 | -740497 | -578000 | -760766 | -392534 |
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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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