Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320804.3991 | 106333.1258 | 214471.2733 | 28665.4422 | -238137.599 | 266803.0412 |
Total P&L (%) | 320.8044 | 106.3331 | 214.4713 | 28.6654 | -238.1376 | 266.803 |
Avg Daily Profit (%) | 0.1931 | 0.064 | 0.1291 | 0.0152 | 0 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197812 | -109647 | -123954 | -891318 | -475872 | -654249 |
Profit Factor | 1.4853 | 1.268 | 1.8115 | 1.0126 | 0.8191 | 1.2767 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 78 | 32 | 46 | 78 | 32 | 46 |
Losing Trades | 29 | 21 | 8 | 29 | 21 | 8 |
Profitability (%) | 72.8972 | 60.3774 | 85.1852 | 72.8972 | 60.3774 | 85.1852 |
Ratio Avg Win / Avg Loss | 0.5522 | 0.8321 | 0.315 | 0.3765 | 0.5375 | 0.222 |
Largest Winning Trade | 76156 | 76156 | 33892 | 166007 | 166007 | 147248 |
Largest Losing Trade | -61014 | -61014 | -60713 | -426004 | -333790 | -426004 |
Avg Bars in Trades | 29 | 37 | 22 | 29 | 37 | 22 |
Avg Bars in Winners | 16 | 17 | 16 | 16 | 17 | 16 |
Avg Bars in Losers | 65 | 69 | 55 | 65 | 69 | 55 |
Bars Traded | 3203 | 1997 | 1205 | 3203 | 1997 | 1205 |
Profit Streak | 38.2907 | 38.2907 | 293.7907 | 38.2907 | 38.2907 | 293.7907 |
Trades During Streak | 3 | 1 | 11 | 3 | 1 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444637 | -287418 | -193908 | -378935 | -758942 | -264066 |
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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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