Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266487.8849 | 284125.5479 | -17637.6631 | -201113.7975 | 845723.3649 | -1046837.1624 |
Total P&L (%) | 266.4879 | 284.1255 | -17.6377 | -201.1138 | 845.7234 | -1046.8372 |
Avg Daily Profit (%) | 0.2135 | 0.2276 | -0.0141 | 0 | 0.1802 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180637 | -96660 | -168334 | -3814434 | -851658 | -3089237 |
Profit Factor | 1.2896 | 1.7746 | 0.9681 | 0.9731 | 1.3559 | 0.7948 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 97 | 47 | 50 | 74 | 38 | 36 |
Losing Trades | 65 | 34 | 31 | 88 | 43 | 45 |
Profitability (%) | 59.8765 | 58.0247 | 61.7284 | 45.679 | 46.9136 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.8642 | 1.2837 | 0.6002 | 1.1572 | 1.5343 | 0.9935 |
Largest Winning Trade | 134774 | 134774 | 45986 | 783697 | 307682 | 783697 |
Largest Losing Trade | -127827 | -32700 | -127827 | -2655830 | -203476 | -2655830 |
Avg Bars in Trades | 90 | 83 | 96 | 90 | 83 | 96 |
Avg Bars in Winners | 80 | 74 | 85 | 101 | 95 | 107 |
Avg Bars in Losers | 104 | 96 | 114 | 80 | 73 | 87 |
Bars Traded | 14626 | 6798 | 7827 | 14626 | 6798 | 7827 |
Profit Streak | 13.987 | 16.0703 | 0 | 0 | 0 | 40.6537 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317378 | 1749 | -590937 | -579942 | -3753 | -593909 |
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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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