Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274073.223 | 34030.1495 | 240043.0735 | -303623.2477 | 112137.242 | -415760.4897 |
Total P&L (%) | 274.0732 | 34.0302 | 240.0431 | -303.6232 | 112.1372 | -415.7605 |
Avg Daily Profit (%) | 0.1841 | 0.0229 | 0.1613 | 0 | 0.0505 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137852 | -37656 | -143212 | -1144820 | -139697 | -1166364 |
Profit Factor | 1.7948 | 1.3762 | 1.9437 | 0.8254 | 1.4826 | 0.724 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 69 | 30 | 39 | 42 | 21 | 21 |
Losing Trades | 24 | 17 | 7 | 51 | 26 | 25 |
Profitability (%) | 74.1935 | 63.8298 | 84.7826 | 45.1613 | 44.6809 | 45.6522 |
Ratio Avg Win / Avg Loss | 0.6243 | 0.7798 | 0.3489 | 1.0023 | 1.8356 | 0.862 |
Largest Winning Trade | 47386 | 16166 | 47386 | 215995 | 89640 | 215995 |
Largest Losing Trade | -111766 | -23458 | -111766 | -829992 | -139697 | -829992 |
Avg Bars in Trades | 57 | 7 | 108 | 57 | 7 | 108 |
Avg Bars in Winners | 41 | 4 | 70 | 77 | 9 | 145 |
Avg Bars in Losers | 102 | 13 | 318 | 40 | 5 | 77 |
Bars Traded | 5323 | 346 | 4977 | 5323 | 346 | 4977 |
Profit Streak | 0 | 0 | 252.1875 | 106.4375 | 127.6875 | 0 |
Trades During Streak | 0 | 0 | 8 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423860 | -164042 | 507539 | -580183 | -124253 | -582395 |
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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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