Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258355.9023 | 130805.3772 | 127550.5251 | -1275100.7159 | -223277.8902 | -1051822.8257 |
Total P&L (%) | 258.3559 | 130.8054 | 127.5505 | -1275.1007 | -223.2779 | -1051.8228 |
Avg Daily Profit (%) | 0.1557 | 0.0788 | 0.0769 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251023 | -66912 | -201085 | -2076984 | -458823 | -1949832 |
Profit Factor | 1.4148 | 1.5112 | 1.3476 | 0.7463 | 0.8721 | 0.6793 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 58 | 27 | 31 | 37 | 21 | 16 |
Losing Trades | 37 | 21 | 16 | 58 | 27 | 31 |
Profitability (%) | 61.0526 | 56.25 | 65.9574 | 38.9474 | 43.75 | 34.0426 |
Ratio Avg Win / Avg Loss | 0.9026 | 1.1754 | 0.6956 | 1.1698 | 1.1213 | 1.3161 |
Largest Winning Trade | 62337 | 62337 | 51128 | 1319544 | 308913 | 1319544 |
Largest Losing Trade | -201085 | -41723 | -201085 | -375430 | -207458 | -375430 |
Avg Bars in Trades | 193 | 101 | 287 | 193 | 101 | 287 |
Avg Bars in Winners | 169 | 67 | 259 | 205 | 126 | 308 |
Avg Bars in Losers | 230 | 145 | 341 | 185 | 81 | 276 |
Bars Traded | 18364 | 4861 | 13503 | 18364 | 4861 | 13503 |
Profit Streak | 179.6921 | 179.6921 | 199.4421 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341502 | -84048 | -88075 | -583156 | -581453 | -585235 |
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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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