Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232603.7625 | 38870.579 | 193733.1836 | -2084562.7222 | 193913.6908 | -2278476.413 |
Total P&L (%) | 232.6038 | 38.8706 | 193.7332 | -2084.5627 | 193.9137 | -2278.4764 |
Avg Daily Profit (%) | 0.1544 | 0.0258 | 0.1286 | 0 | 0.0716 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178499 | -58880 | -178499 | -2715012 | -392810 | -2912286 |
Profit Factor | 1.4927 | 1.2225 | 1.6514 | 0.575 | 1.1504 | 0.3697 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 145 | 66 | 79 | 103 | 53 | 50 |
Losing Trades | 31 | 22 | 9 | 73 | 35 | 38 |
Profitability (%) | 82.3864 | 75 | 89.7727 | 58.5227 | 60.2273 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.3191 | 0.4075 | 0.1881 | 0.4075 | 0.7597 | 0.281 |
Largest Winning Trade | 29992 | 13150 | 29992 | 232646 | 232646 | 223411 |
Largest Losing Trade | -178499 | -37805 | -178499 | -1048438 | -191664 | -1048438 |
Avg Bars in Trades | 47 | 15 | 78 | 47 | 15 | 78 |
Avg Bars in Winners | 26 | 6 | 42 | 40 | 13 | 68 |
Avg Bars in Losers | 144 | 41 | 394 | 57 | 18 | 92 |
Bars Traded | 8322 | 1380 | 6942 | 8322 | 1380 | 6942 |
Profit Streak | 55.0721 | 94.7388 | 55.0721 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472660 | -158745 | -15632 | -578751 | -152834 | -580213 |
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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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