Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327693.9052 | 307822.4331 | 19871.4722 | -647658.721 | -237737.5572 | -409921.1638 |
Total P&L (%) | 327.6939 | 307.8224 | 19.8715 | -647.6587 | -237.7376 | -409.9212 |
Avg Daily Profit (%) | 0.2635 | 0.2476 | 0.016 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177911 | -60254 | -178361 | -677938 | -279145 | -482061 |
Profit Factor | 1.3928 | 1.8601 | 1.0417 | 0.5956 | 0.6902 | 0.5085 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 138 | 69 | 69 | 69 | 37 | 32 |
Losing Trades | 70 | 35 | 35 | 139 | 67 | 72 |
Profitability (%) | 66.3462 | 66.3462 | 66.3462 | 33.1731 | 35.5769 | 30.7692 |
Ratio Avg Win / Avg Loss | 0.7065 | 0.9436 | 0.5284 | 1.1998 | 1.2498 | 1.1442 |
Largest Winning Trade | 38847 | 38847 | 23306 | 181835 | 181835 | 145534 |
Largest Losing Trade | -136345 | -38447 | -136345 | -142869 | -60506 | -142869 |
Avg Bars in Trades | 68 | 75 | 62 | 68 | 75 | 62 |
Avg Bars in Winners | 53 | 58 | 48 | 98 | 105 | 90 |
Avg Bars in Losers | 98 | 107 | 88 | 54 | 58 | 49 |
Bars Traded | 14299 | 7840 | 6459 | 14299 | 7840 | 6459 |
Profit Streak | 11.5823 | 11.5823 | 44.999 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412028 | 405087 | -351457 | -584566 | -584997 | -586867 |
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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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