Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363951.3479 | 167683.1448 | 196268.2031 | -1058836.9407 | 193403.9525 | -1252240.8932 |
Total P&L (%) | 363.9513 | 167.6831 | 196.2682 | -1058.8369 | 193.404 | -1252.2409 |
Avg Daily Profit (%) | 0.2191 | 0.1009 | 0.1182 | 0 | 0.0648 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212043 | -82943 | -191538 | -9077110 | -1723145 | -8587643 |
Profit Factor | 1.4317 | 1.5205 | 1.3768 | 0.9446 | 1.034 | 0.9068 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 84 | 38 | 46 | 60 | 31 | 29 |
Losing Trades | 57 | 32 | 25 | 81 | 39 | 42 |
Profitability (%) | 59.5745 | 54.2857 | 64.7887 | 42.5532 | 44.2857 | 40.8451 |
Ratio Avg Win / Avg Loss | 0.9715 | 1.2804 | 0.7483 | 1.2753 | 1.3008 | 1.3133 |
Largest Winning Trade | 114124 | 114124 | 44065 | 5364211 | 1568283 | 5364211 |
Largest Losing Trade | -191391 | -44555 | -191391 | -2331577 | -1000689 | -2331577 |
Avg Bars in Trades | 69 | 40 | 98 | 69 | 40 | 98 |
Avg Bars in Winners | 61 | 45 | 75 | 78 | 38 | 121 |
Avg Bars in Losers | 81 | 34 | 142 | 63 | 41 | 83 |
Bars Traded | 9836 | 2814 | 7022 | 9836 | 2814 | 7022 |
Profit Streak | 37.5055 | 37.5055 | 38.3388 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361959 | -149864 | -120159 | -581634 | -386226 | -669629 |
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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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