Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271225.7453 | 68174.0844 | 203051.6609 | -2047619.2929 | -403308.7591 | -1644310.5338 |
Total P&L (%) | 271.2257 | 68.1741 | 203.0517 | -2047.6193 | -403.3088 | -1644.3105 |
Avg Daily Profit (%) | 0.1787 | 0.0449 | 0.1338 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180288 | -17588 | -183085 | -2472417 | -460604 | -2031196 |
Profit Factor | 1.5731 | 2.0266 | 1.499 | 0.5022 | 0.4364 | 0.516 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 96 | 41 | 55 | 67 | 35 | 32 |
Losing Trades | 43 | 29 | 14 | 72 | 35 | 37 |
Profitability (%) | 69.0647 | 58.5714 | 79.7101 | 48.2014 | 50 | 46.3768 |
Ratio Avg Win / Avg Loss | 0.7046 | 1.4334 | 0.3816 | 0.5396 | 0.4364 | 0.5966 |
Largest Winning Trade | 39603 | 15816 | 39603 | 475487 | 34892 | 475487 |
Largest Losing Trade | -175190 | -17588 | -175190 | -849688 | -108366 | -849688 |
Avg Bars in Trades | 59 | 2 | 118 | 59 | 2 | 118 |
Avg Bars in Winners | 43 | 2 | 74 | 63 | 2 | 129 |
Avg Bars in Losers | 96 | 3 | 289 | 56 | 2 | 107 |
Bars Traded | 8335 | 193 | 8142 | 8335 | 193 | 8142 |
Profit Streak | 65.1915 | 65.1915 | 65.6915 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424936 | -222113 | -111640 | -581109 | -674958 | -684145 |
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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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