Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329670.9584 | 305261.3512 | 24409.6073 | -1190613.0765 | -451311.1214 | -739301.9551 |
Total P&L (%) | 329.671 | 305.2614 | 24.4096 | -1190.6131 | -451.3111 | -739.302 |
Avg Daily Profit (%) | 0.1522 | 0.1409 | 0.0113 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -320160 | -58652 | -336962 | -1283849 | -549304 | -764104 |
Profit Factor | 1.375 | 2.0941 | 1.0407 | 0.4951 | 0.5321 | 0.4695 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 85 | 40 | 45 | 43 | 25 | 18 |
Losing Trades | 38 | 21 | 17 | 80 | 36 | 44 |
Profitability (%) | 69.1057 | 65.5738 | 72.5806 | 34.9594 | 40.9836 | 29.0323 |
Ratio Avg Win / Avg Loss | 0.6147 | 1.0994 | 0.3931 | 0.9211 | 0.7663 | 1.1476 |
Largest Winning Trade | 70610 | 70610 | 38912 | 191499 | 96522 | 191499 |
Largest Losing Trade | -238219 | -48745 | -238219 | -137413 | -98305 | -137413 |
Avg Bars in Trades | 101 | 106 | 97 | 101 | 106 | 97 |
Avg Bars in Winners | 77 | 81 | 73 | 131 | 127 | 136 |
Avg Bars in Losers | 156 | 153 | 160 | 86 | 92 | 81 |
Bars Traded | 12540 | 6502 | 6038 | 12540 | 6502 | 6038 |
Profit Streak | 19.0954 | 0 | 20.4287 | 0 | 77.7621 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340218 | -161671 | -509878 | -586300 | -744872 | -745612 |
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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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