Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317058.1468 | 34461.4507 | 282596.6961 | 1362527.0965 | -450037.8735 | 1812564.97 |
Total P&L (%) | 317.0581 | 34.4615 | 282.5967 | 1362.5271 | -450.0379 | 1812.565 |
Avg Daily Profit (%) | 0.3049 | 0.0331 | 0.2718 | 0.2584 | 0 | 0.2842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63161 | -78160 | -17326 | -1080919 | -1276458 | -110591 |
Profit Factor | 2.609 | 1.2206 | 7.9211 | 1.6698 | 0.7411 | 7.1214 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 103 | 46 | 57 | 103 | 46 | 57 |
Losing Trades | 18 | 15 | 3 | 18 | 15 | 3 |
Profitability (%) | 85.124 | 75.4098 | 95 | 85.124 | 75.4098 | 95 |
Ratio Avg Win / Avg Loss | 0.4559 | 0.398 | 0.4169 | 0.2918 | 0.2417 | 0.3748 |
Largest Winning Trade | 15907 | 15907 | 14933 | 131616 | 100169 | 131616 |
Largest Losing Trade | -41272 | -41272 | -17326 | -790698 | -790698 | -110591 |
Avg Bars in Trades | 31 | 22 | 40 | 31 | 22 | 40 |
Avg Bars in Winners | 19 | 7 | 28 | 19 | 7 | 28 |
Avg Bars in Losers | 98 | 68 | 250 | 98 | 68 | 250 |
Bars Traded | 3768 | 1366 | 2402 | 3768 | 1366 | 2402 |
Profit Streak | 96.9254 | 96.9254 | 290.4254 | 96.9254 | 96.9254 | 290.4254 |
Trades During Streak | 6 | 3 | 11 | 6 | 3 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 618515 | -310147 | -148333 | 553933 | -737529 | -147810 |
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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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