Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480099.9766 | 437011.3606 | 43088.6161 | -399835.4677 | 3491255.0237 | -3891090.4914 |
Total P&L (%) | 480.1 | 437.0114 | 43.0886 | -399.8355 | 3491.255 | -3891.0905 |
Avg Daily Profit (%) | 0.2479 | 0.2257 | 0.0222 | 0 | 0.1851 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256462 | -137234 | -200269 | -4071280 | -477153 | -4659364 |
Profit Factor | 1.4248 | 1.9846 | 1.0628 | 0.9513 | 3.1963 | 0.4129 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 112 | 51 | 61 | 104 | 60 | 44 |
Losing Trades | 91 | 50 | 41 | 99 | 41 | 58 |
Profitability (%) | 55.1724 | 50.4951 | 59.8039 | 51.2315 | 59.4059 | 43.1373 |
Ratio Avg Win / Avg Loss | 1.1577 | 1.9457 | 0.7143 | 0.9056 | 2.1841 | 0.5443 |
Largest Winning Trade | 214036 | 214036 | 51786 | 1959205 | 1959205 | 289658 |
Largest Losing Trade | -141631 | -41346 | -141631 | -4071280 | -394219 | -4071280 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 29 | 26 | 31 | 26 | 28 | 25 |
Avg Bars in Losers | 26 | 25 | 26 | 28 | 23 | 32 |
Bars Traded | 5632 | 2625 | 3007 | 5632 | 2625 | 3007 |
Profit Streak | 18.4926 | 0 | 29.1593 | 0 | 42.1593 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412212 | 420041 | -316413 | -579277 | 568155 | -583451 |
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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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