Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254185.5972 | 72061.003 | 182124.5941 | -531809.7034 | 2945202.115 | -3477011.8184 |
Total P&L (%) | 254.1856 | 72.061 | 182.1246 | -531.8097 | 2945.2021 | -3477.0118 |
Avg Daily Profit (%) | 0.1526 | 0.0433 | 0.1094 | 0 | 0.2054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245713 | -159784 | -170858 | -6520013 | -2082317 | -5402683 |
Profit Factor | 1.272 | 1.1556 | 1.3863 | 0.9589 | 1.5525 | 0.5427 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 207 | 94 | 113 | 113 | 63 | 50 |
Losing Trades | 92 | 55 | 37 | 186 | 86 | 100 |
Profitability (%) | 69.2308 | 63.0872 | 75.3333 | 37.7926 | 42.2819 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.5653 | 0.6762 | 0.4539 | 1.5783 | 2.1193 | 1.0855 |
Largest Winning Trade | 37902 | 37902 | 36811 | 3422787 | 3422787 | 1297744 |
Largest Losing Trade | -170858 | -59357 | -170858 | -1287637 | -485118 | -1287637 |
Avg Bars in Trades | 32 | 38 | 25 | 32 | 38 | 25 |
Avg Bars in Winners | 16 | 15 | 16 | 54 | 67 | 37 |
Avg Bars in Losers | 68 | 78 | 54 | 18 | 18 | 19 |
Bars Traded | 9638 | 5800 | 3838 | 9638 | 5800 | 3838 |
Profit Streak | 13.8967 | 0 | 123.3967 | 0 | 17.3968 | 0 |
Trades During Streak | 1 | 0 | 11 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364205 | -184569 | -42617 | -581183 | 296229 | -585084 |
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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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