Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83298.1163 | 283739.0816 | -200440.9653 | -105123.0373 | -121831.4397 | 16708.4024 |
Total P&L (%) | 83.2981 | 283.7391 | -200.441 | -105.123 | -121.8314 | 16.7084 |
Avg Daily Profit (%) | 0.0446 | 0.1519 | -0.1073 | 0 | 0 | 0.0083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -426157 | -196404 | -420595 | -1297395 | -1107875 | -549340 |
Profit Factor | 1.0719 | 1.7565 | 0.7442 | 0.9485 | 0.8994 | 1.0202 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 25 | 26 | 45 | 25 | 20 |
Losing Trades | 43 | 22 | 21 | 49 | 22 | 27 |
Profitability (%) | 54.2553 | 53.1915 | 55.3191 | 47.8723 | 53.1915 | 42.5532 |
Ratio Avg Win / Avg Loss | 0.9037 | 1.5457 | 0.6011 | 1.0328 | 0.7914 | 1.3772 |
Largest Winning Trade | 127926 | 127926 | 49743 | 479406 | 479406 | 309629 |
Largest Losing Trade | -265496 | -67287 | -265496 | -503109 | -424387 | -503109 |
Avg Bars in Trades | 75 | 66 | 85 | 75 | 66 | 85 |
Avg Bars in Winners | 70 | 66 | 74 | 71 | 61 | 84 |
Avg Bars in Losers | 81 | 65 | 98 | 79 | 70 | 85 |
Bars Traded | 7115 | 3104 | 4011 | 7115 | 3104 | 4011 |
Profit Streak | 18.5232 | 0 | 20.0232 | 0 | 44.2732 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -275103 | 397262 | -579451 | -579688 | -579295 | -392028 |
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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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