Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439370.7125 | 365587.0325 | 73783.68 | -1963835.0438 | -1243047.106 | -720787.9378 |
Total P&L (%) | 439.3707 | 365.587 | 73.7837 | -1963.835 | -1243.0471 | -720.7879 |
Avg Daily Profit (%) | 0.354 | 0.2945 | 0.0594 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178508 | -57134 | -185911 | -2317644 | -1280641 | -1542640 |
Profit Factor | 1.5184 | 2.1315 | 1.1407 | 0.7106 | 0.6409 | 0.7832 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 133 | 64 | 69 | 66 | 35 | 31 |
Losing Trades | 63 | 34 | 29 | 130 | 63 | 67 |
Profitability (%) | 67.8571 | 65.3061 | 70.4082 | 33.6735 | 35.7143 | 31.6327 |
Ratio Avg Win / Avg Loss | 0.7193 | 1.1324 | 0.4794 | 1.3997 | 1.1537 | 1.6927 |
Largest Winning Trade | 53022 | 53022 | 42223 | 863297 | 766409 | 863297 |
Largest Losing Trade | -178508 | -41219 | -178508 | -400295 | -400295 | -350644 |
Avg Bars in Trades | 74 | 81 | 67 | 74 | 81 | 67 |
Avg Bars in Winners | 54 | 55 | 53 | 107 | 123 | 89 |
Avg Bars in Losers | 116 | 129 | 101 | 57 | 57 | 57 |
Bars Traded | 14616 | 7973 | 6643 | 14616 | 7973 | 6643 |
Profit Streak | 20.2632 | 21.5132 | 20.2632 | 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 | 489302 | 533090 | -177275 | -584434 | -584959 | -585435 |
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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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