Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328397.0235 | 290854.4207 | 37542.6028 | -2356994.6854 | -934025.4052 | -1422969.2802 |
Total P&L (%) | 328.397 | 290.8544 | 37.5426 | -2356.9947 | -934.0254 | -1422.9693 |
Avg Daily Profit (%) | 0.3228 | 0.2859 | 0.0369 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235718 | -163316 | -234691 | -2810646 | -1766582 | -1432452 |
Profit Factor | 1.3538 | 1.6503 | 1.0781 | 0.6326 | 0.7241 | 0.5304 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 109 | 49 | 60 | 85 | 47 | 38 |
Losing Trades | 86 | 48 | 38 | 110 | 50 | 60 |
Profitability (%) | 55.8974 | 50.5155 | 61.2245 | 43.5897 | 48.4536 | 38.7755 |
Ratio Avg Win / Avg Loss | 1.0682 | 1.6167 | 0.6828 | 0.8187 | 0.7703 | 0.8375 |
Largest Winning Trade | 223615 | 223615 | 27744 | 632275 | 440545 | 632275 |
Largest Losing Trade | -234691 | -36083 | -234691 | -1024081 | -1024081 | -287018 |
Avg Bars in Trades | 123 | 138 | 108 | 123 | 138 | 108 |
Avg Bars in Winners | 103 | 111 | 96 | 144 | 167 | 115 |
Avg Bars in Losers | 149 | 166 | 127 | 107 | 111 | 103 |
Bars Traded | 24106 | 13470 | 10635 | 24106 | 13470 | 10635 |
Profit Streak | 5.2841 | 0 | 8.2841 | 0 | 52.5758 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416880 | 405080 | -280525 | -582249 | -580265 | -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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