Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316535.7444 | 110437.7227 | 206098.0217 | 39091.7574 | -538337.5697 | 577429.327 |
Total P&L (%) | 316.5357 | 110.4377 | 206.098 | 39.0918 | -538.3376 | 577.4293 |
Avg Daily Profit (%) | 0.19 | 0.0663 | 0.1237 | 0.0198 | 0 | 0.1149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191407 | -144079 | -106662 | -1651268 | -1157991 | -1040497 |
Profit Factor | 1.4537 | 1.2495 | 1.8082 | 1.009 | 0.8004 | 1.3514 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 55.4455 | 46 | 64.7059 | 55.4455 | 46 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.1682 | 1.4668 | 0.9863 | 0.8108 | 0.9396 | 0.7371 |
Largest Winning Trade | 166585 | 166585 | 32194 | 296694 | 296694 | 277041 |
Largest Losing Trade | -58803 | -53012 | -58803 | -457439 | -457439 | -374517 |
Avg Bars in Trades | 93 | 126 | 60 | 93 | 126 | 60 |
Avg Bars in Winners | 73 | 82 | 67 | 73 | 82 | 67 |
Avg Bars in Losers | 117 | 165 | 47 | 117 | 165 | 47 |
Bars Traded | 9439 | 6343 | 3096 | 9439 | 6343 | 3096 |
Profit Streak | 42.9877 | 0 | 88.6544 | 42.9877 | 0 | 88.6544 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363095 | -286247 | -204381 | -379455 | -762388 | -217631 |
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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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