Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556948.8788 | 377618.305 | 179330.5738 | -90563.8067 | 125548.5431 | -216112.3498 |
Total P&L (%) | 556.9489 | 377.6183 | 179.3306 | -90.5638 | 125.5485 | -216.1124 |
Avg Daily Profit (%) | 0.2555 | 0.1733 | 0.0823 | -0.1083 | 0.0373 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156682 | -85891 | -233632 | -312692 | -5676 | -344923 |
Profit Factor | 1.6954 | 2.2304 | 1.363 | 0.7614 | 6.3975 | 0.3934 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 73 | 35 | 38 | 71 | 34 | 37 |
Losing Trades | 29 | 16 | 13 | 31 | 17 | 14 |
Profitability (%) | 71.5686 | 68.6275 | 74.5098 | 69.6078 | 66.6667 | 72.549 |
Ratio Avg Win / Avg Loss | 0.6735 | 1.0196 | 0.4663 | 0.3324 | 3.1988 | 0.1488 |
Largest Winning Trade | 68366 | 68366 | 53449 | 72207 | 72207 | 61607 |
Largest Losing Trade | -107523 | -36441 | -107523 | -185282 | -5676 | -185282 |
Avg Bars in Trades | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Winners | 32 | 33 | 31 | 34 | 34 | 33 |
Avg Bars in Losers | 63 | 68 | 56 | 57 | 64 | 49 |
Bars Traded | 4203 | 2265 | 1938 | 4203 | 2265 | 1938 |
Profit Streak | 9.0406 | 0 | 304.5406 | 9.0406 | 0 | 304.5406 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466570 | -167114 | -259743 | -577019 | -312404 | -756479 |
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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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