Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404932.6931 | 332674.6898 | 72258.0033 | 136799.338 | -2847910.0322 | 2984709.3702 |
Total P&L (%) | 404.9327 | 332.6747 | 72.258 | 136.7993 | -2847.91 | 2984.7094 |
Avg Daily Profit (%) | 0.1619 | 0.133 | 0.0289 | 0.0345 | 0 | 0.1372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -308347 | -137132 | -203978 | -20473272 | -12329357 | -10934805 |
Profit Factor | 1.2754 | 1.5274 | 1.0861 | 1.0028 | 0.873 | 1.1131 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 202 | 107 | 95 | 202 | 107 | 95 |
Losing Trades | 160 | 74 | 86 | 160 | 74 | 86 |
Profitability (%) | 55.8011 | 59.116 | 52.4862 | 55.8011 | 59.116 | 52.4862 |
Ratio Avg Win / Avg Loss | 1.0102 | 1.0563 | 0.9832 | 0.7943 | 0.6037 | 1.0077 |
Largest Winning Trade | 58417 | 58417 | 43164 | 5352184 | 1932412 | 5352184 |
Largest Losing Trade | -52987 | -38603 | -52987 | -5744425 | -5744425 | -3914858 |
Avg Bars in Trades | 19 | 14 | 24 | 19 | 14 | 24 |
Avg Bars in Winners | 19 | 13 | 26 | 19 | 13 | 26 |
Avg Bars in Losers | 19 | 17 | 22 | 19 | 17 | 22 |
Bars Traded | 7138 | 2696 | 4443 | 7138 | 2696 | 4443 |
Profit Streak | 0 | 0 | 34.8324 | 0 | 0 | 34.8324 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365456 | -12102 | -280265 | -363023 | -578926 | -103977 |
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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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