Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297811.8025 | 238476.5444 | 59335.258 | -908825.8445 | -609121.5109 | -299704.3336 |
Total P&L (%) | 297.8118 | 238.4765 | 59.3353 | -908.8258 | -609.1215 | -299.7043 |
Avg Daily Profit (%) | 0.2927 | 0.2344 | 0.0583 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198219 | -100911 | -195941 | -1349538 | -699441 | -830572 |
Profit Factor | 1.394 | 2.0067 | 1.1144 | 0.7928 | 0.6586 | 0.8848 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 77 | 34 | 43 | 67 | 40 | 27 |
Losing Trades | 69 | 39 | 30 | 79 | 33 | 46 |
Profitability (%) | 52.7397 | 46.5753 | 58.9041 | 45.8904 | 54.7945 | 36.9863 |
Ratio Avg Win / Avg Loss | 1.2492 | 2.3018 | 0.7775 | 0.9347 | 0.5433 | 1.5074 |
Largest Winning Trade | 90235 | 90235 | 34131 | 810956 | 173548 | 810956 |
Largest Losing Trade | -192247 | -35705 | -192247 | -290234 | -290234 | -183041 |
Avg Bars in Trades | 27 | 16 | 37 | 27 | 16 | 37 |
Avg Bars in Winners | 28 | 16 | 37 | 24 | 17 | 36 |
Avg Bars in Losers | 26 | 17 | 38 | 29 | 16 | 38 |
Bars Traded | 3998 | 1226 | 2771 | 3998 | 1226 | 2771 |
Profit Streak | 30.1233 | 30.1233 | 30.8733 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416031 | -60743 | -281697 | -581712 | -651559 | -655019 |
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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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