Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276085.226 | 274454.8661 | 1630.3598 | -2842588.7202 | -1523217.9467 | -1319370.7735 |
Total P&L (%) | 276.0852 | 274.4549 | 1.6304 | -2842.5887 | -1523.2179 | -1319.3708 |
Avg Daily Profit (%) | 0.2227 | 0.2214 | 0.0013 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80091 | -44933 | -80091 | -2686041 | -1544165 | -1358585 |
Profit Factor | 1.4685 | 2.919 | 1.0037 | 0.4498 | 0.3803 | 0.5128 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 84 | 40 | 44 | 22 | 13 | 9 |
Losing Trades | 23 | 13 | 10 | 85 | 40 | 45 |
Profitability (%) | 78.5047 | 75.4717 | 81.4815 | 20.5607 | 24.5283 | 16.6667 |
Ratio Avg Win / Avg Loss | 0.4021 | 0.9487 | 0.2281 | 1.7377 | 1.1702 | 2.564 |
Largest Winning Trade | 37443 | 34457 | 37443 | 494848 | 494848 | 394478 |
Largest Losing Trade | -218178 | -33900 | -218178 | -394310 | -360760 | -394310 |
Avg Bars in Trades | 65 | 71 | 60 | 65 | 71 | 60 |
Avg Bars in Winners | 39 | 42 | 36 | 159 | 161 | 155 |
Avg Bars in Losers | 163 | 161 | 165 | 41 | 42 | 41 |
Bars Traded | 7039 | 3781 | 3258 | 7039 | 3781 | 3258 |
Profit Streak | 32.311 | 88.4777 | 32.311 | 0 | 0 | 0 |
Trades During Streak | 4 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468761 | -164704 | -750031 | -627096 | -791338 | -824876 |
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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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