Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 303340.9409 | -792.7827 | 304133.7236 | -623335.1482 | 488962.7725 | -1112297.9206 |
Total P&L (%) | 303.3409 | -0.7928 | 304.1337 | -623.3351 | 488.9628 | -1112.2979 |
Avg Daily Profit (%) | 0.1982 | -0.0005 | 0.1987 | 0 | 0.1159 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120329 | -76011 | -114256 | -2317849 | -172106 | -2447126 |
Profit Factor | 1.7943 | 0.9963 | 2.791 | 0.8184 | 1.7636 | 0.6016 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 133 | 58 | 75 | 92 | 46 | 46 |
Losing Trades | 28 | 23 | 5 | 69 | 35 | 34 |
Profitability (%) | 82.6087 | 71.6049 | 93.75 | 57.1429 | 56.7901 | 57.5 |
Ratio Avg Win / Avg Loss | 0.3777 | 0.3951 | 0.1861 | 0.6138 | 1.3419 | 0.4447 |
Largest Winning Trade | 27615 | 27615 | 24113 | 160168 | 142866 | 160168 |
Largest Losing Trade | -114256 | -34885 | -114256 | -2050351 | -126964 | -2050351 |
Avg Bars in Trades | 24 | 15 | 33 | 24 | 15 | 33 |
Avg Bars in Winners | 14 | 5 | 21 | 21 | 14 | 28 |
Avg Bars in Losers | 69 | 38 | 214 | 28 | 15 | 41 |
Bars Traded | 3932 | 1227 | 2706 | 3932 | 1227 | 2706 |
Profit Streak | 96.8582 | 97.1915 | 96.8582 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550547 | -587981 | -2437 | -578730 | -46790 | -598986 |
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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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