Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465281.0659 | 154361.6284 | 310919.4375 | -1720698.4563 | -5573.5375 | -1715124.9188 |
Total P&L (%) | 465.2811 | 154.3616 | 310.9194 | -1720.6985 | -5.5735 | -1715.1249 |
Avg Daily Profit (%) | 0.3135 | 0.104 | 0.2095 | 0 | -0.0039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124241 | -34919 | -122957 | -3719037 | -727727 | -3161449 |
Profit Factor | 1.9277 | 2.1262 | 1.853 | 0.7865 | 0.9971 | 0.7219 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 90 | 43 | 47 | 59 | 26 | 33 |
Losing Trades | 43 | 24 | 19 | 74 | 41 | 33 |
Profitability (%) | 67.6692 | 64.1791 | 71.2121 | 44.3609 | 38.806 | 50 |
Ratio Avg Win / Avg Loss | 0.921 | 1.1867 | 0.7491 | 0.9864 | 1.5723 | 0.7219 |
Largest Winning Trade | 46269 | 21683 | 46269 | 1222804 | 231351 | 1222804 |
Largest Losing Trade | -122957 | -12972 | -122957 | -2126343 | -156583 | -2126343 |
Avg Bars in Trades | 63 | 20 | 108 | 63 | 20 | 108 |
Avg Bars in Winners | 52 | 19 | 83 | 68 | 19 | 106 |
Avg Bars in Losers | 87 | 22 | 169 | 60 | 21 | 109 |
Bars Traded | 8497 | 1365 | 7132 | 8497 | 1365 | 7132 |
Profit Streak | 60.3687 | 105.5354 | 60.3687 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490508 | -164424 | -112013 | -582618 | -699033 | -704958 |
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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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