Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267200.284 | 213858.0385 | 53342.2455 | -636586.5999 | -707471.1365 | 70884.5365 |
Total P&L (%) | 267.2003 | 213.858 | 53.3422 | -636.5866 | -707.4711 | 70.8845 |
Avg Daily Profit (%) | 0.1794 | 0.1436 | 0.0358 | 0 | 0 | 0.036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189345 | -50174 | -189710 | -1757009 | -1074053 | -872353 |
Profit Factor | 1.3307 | 1.906 | 1.0932 | 0.8709 | 0.6458 | 1.0242 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 78 | 39 | 39 | 71 | 36 | 35 |
Losing Trades | 73 | 37 | 36 | 80 | 40 | 40 |
Profitability (%) | 51.6556 | 51.3158 | 52 | 47.0199 | 47.3684 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.2454 | 1.8083 | 1.0092 | 0.9813 | 0.7175 | 1.1705 |
Largest Winning Trade | 107844 | 107844 | 78797 | 423396 | 216683 | 423396 |
Largest Losing Trade | -160138 | -21246 | -160138 | -426235 | -426235 | -399456 |
Avg Bars in Trades | 28 | 8 | 49 | 28 | 8 | 49 |
Avg Bars in Winners | 39 | 7 | 71 | 17 | 8 | 26 |
Avg Bars in Losers | 17 | 9 | 25 | 38 | 8 | 69 |
Bars Traded | 4345 | 642 | 3703 | 4345 | 642 | 3703 |
Profit Streak | 0 | 0 | 0 | 42.9194 | 42.9194 | 46.2527 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324012 | -46697 | -320804 | -579368 | -629994 | -396045 |
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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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