Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328810.1012 | 242030.8912 | 86779.21 | 19009.8674 | -186428.1685 | 205438.0359 |
Total P&L (%) | 328.8101 | 242.0309 | 86.7792 | 19.0099 | -186.4282 | 205.438 |
Avg Daily Profit (%) | 0.1714 | 0.1261 | 0.0452 | 0.0091 | 0 | 0.0582 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129024 | -131248 | -19741 | -669265 | -788409 | -51734 |
Profit Factor | 1.5877 | 1.5407 | 1.7759 | 1.0107 | 0.8804 | 1.9559 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 71.7172 | 75.5102 | 68 | 71.7172 | 75.5102 | 68 |
Ratio Avg Win / Avg Loss | 0.6261 | 0.4997 | 0.8357 | 0.3986 | 0.2855 | 0.9204 |
Largest Winning Trade | 96692 | 96692 | 14381 | 319831 | 319831 | 68878 |
Largest Losing Trade | -75396 | -75396 | -18544 | -404086 | -404086 | -51734 |
Avg Bars in Trades | 56 | 110 | 3 | 56 | 110 | 3 |
Avg Bars in Winners | 24 | 44 | 2 | 24 | 44 | 2 |
Avg Bars in Losers | 139 | 316 | 6 | 139 | 316 | 6 |
Bars Traded | 5633 | 5434 | 199 | 5633 | 5434 | 199 |
Profit Streak | 10.9077 | 90.9077 | 10.9077 | 10.9077 | 90.9077 | 10.9077 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449452 | -19833 | -308260 | -393728 | -575886 | -290602 |
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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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