Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268681.7019 | 155794.9495 | 112886.7524 | -50016.2803 | -4480.6245 | -45535.6558 |
Total P&L (%) | 268.6817 | 155.795 | 112.8868 | -50.0163 | -4.4806 | -45.5357 |
Avg Daily Profit (%) | 0.2595 | 0.1505 | 0.109 | -0.0669 | -0.0044 | -0.0587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161527 | -79473 | -141330 | -100519 | -21439 | -84447 |
Profit Factor | 1.5814 | 1.6702 | 1.4915 | 0.6931 | 0.9282 | 0.5471 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 61.1765 | 50 | 72.093 | 61.1765 | 50 | 72.093 |
Ratio Avg Win / Avg Loss | 1.0036 | 1.6702 | 0.5774 | 0.4398 | 0.9282 | 0.2118 |
Largest Winning Trade | 58247 | 58247 | 32794 | 16648 | 16648 | 6055 |
Largest Losing Trade | -94467 | -57771 | -94467 | -42684 | -16670 | -42684 |
Avg Bars in Trades | 283 | 346 | 222 | 283 | 346 | 222 |
Avg Bars in Winners | 216 | 254 | 191 | 216 | 254 | 191 |
Avg Bars in Losers | 389 | 439 | 301 | 389 | 439 | 301 |
Bars Traded | 24128 | 14563 | 9565 | 24128 | 14563 | 9565 |
Profit Streak | 21.8666 | 0 | 139.4916 | 21.8666 | 0 | 139.4916 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447701 | 374570 | -43533 | -578274 | -580734 | -576448 |
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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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