Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393373.8594 | 239894.4362 | 153479.4232 | -1298697.9682 | -558972.3338 | -739725.6345 |
Total P&L (%) | 393.3739 | 239.8944 | 153.4794 | -1298.698 | -558.9723 | -739.7256 |
Avg Daily Profit (%) | 0.3141 | 0.1916 | 0.1226 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142192 | -50527 | -118795 | -1421540 | -603517 | -818022 |
Profit Factor | 1.9515 | 2.4345 | 1.6234 | 0.4646 | 0.5222 | 0.4109 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 123 | 61 | 62 | 23 | 11 | 12 |
Losing Trades | 17 | 9 | 8 | 117 | 59 | 58 |
Profitability (%) | 87.8571 | 87.1429 | 88.5714 | 16.4286 | 15.7143 | 17.1429 |
Ratio Avg Win / Avg Loss | 0.2697 | 0.3592 | 0.2095 | 2.3633 | 2.8008 | 1.9861 |
Largest Winning Trade | 20095 | 20095 | 15929 | 348546 | 348546 | 185440 |
Largest Losing Trade | -118795 | -50527 | -118795 | -202789 | -121014 | -202789 |
Avg Bars in Trades | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Winners | 11 | 12 | 11 | 68 | 87 | 50 |
Avg Bars in Losers | 116 | 136 | 93 | 15 | 17 | 14 |
Bars Traded | 3432 | 1969 | 1463 | 3432 | 1969 | 1463 |
Profit Streak | 41.5399 | 94.5399 | 41.5399 | 0 | 0 | 0 |
Trades During Streak | 14 | 10 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 607114 | -78273 | -116687 | -644944 | -742921 | -736625 |
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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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