Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381799.8901 | 350942.6056 | 30857.2845 | 12209.2048 | -172133.4472 | 184342.652 |
Total P&L (%) | 381.7999 | 350.9426 | 30.8573 | 12.2092 | -172.1334 | 184.3427 |
Avg Daily Profit (%) | 0.2053 | 0.1887 | 0.0166 | 0.0062 | 0 | 0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188952 | -189354 | -48819 | -1351455 | -1406408 | -115926 |
Profit Factor | 1.5866 | 1.6803 | 1.2285 | 1.0049 | 0.9212 | 1.5926 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 66.9725 | 72.2222 | 61.8182 | 66.9725 | 72.2222 | 61.8182 |
Ratio Avg Win / Avg Loss | 0.7824 | 0.6463 | 0.7588 | 0.4956 | 0.3543 | 0.9837 |
Largest Winning Trade | 136943 | 136943 | 14202 | 313671 | 313671 | 96379 |
Largest Losing Trade | -70849 | -70849 | -25873 | -983563 | -983563 | -115926 |
Avg Bars in Trades | 64 | 121 | 8 | 64 | 121 | 8 |
Avg Bars in Winners | 31 | 54 | 5 | 31 | 54 | 5 |
Avg Bars in Losers | 130 | 294 | 13 | 130 | 294 | 13 |
Bars Traded | 7016 | 6539 | 476 | 7016 | 6539 | 476 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371698 | -169244 | -353981 | -495914 | -757952 | -295894 |
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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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