Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406378.4503 | 334598.3996 | 71780.0508 | -223964.0527 | 764.0058 | -224728.0585 |
Total P&L (%) | 406.3785 | 334.5984 | 71.7801 | -223.9641 | 0.764 | -224.7281 |
Avg Daily Profit (%) | 0.2136 | 0.1759 | 0.0377 | 0 | 0.0004 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209459 | -88480 | -181785 | -480870 | -276764 | -278503 |
Profit Factor | 1.8015 | 2.2618 | 1.2968 | 0.6918 | 1.0018 | 0.2577 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 87 | 44 | 43 | 23 | 10 | 13 |
Losing Trades | 16 | 7 | 9 | 80 | 41 | 39 |
Profitability (%) | 84.466 | 86.2745 | 82.6923 | 22.3301 | 19.6078 | 25 |
Ratio Avg Win / Avg Loss | 0.3313 | 0.3598 | 0.2714 | 2.4062 | 4.1074 | 0.7731 |
Largest Winning Trade | 78803 | 78803 | 26500 | 301197 | 301197 | 28388 |
Largest Losing Trade | -118249 | -88480 | -118249 | -89147 | -89147 | -71312 |
Avg Bars in Trades | 33 | 59 | 7 | 33 | 59 | 7 |
Avg Bars in Winners | 12 | 21 | 4 | 76 | 165 | 7 |
Avg Bars in Losers | 146 | 304 | 24 | 21 | 34 | 7 |
Bars Traded | 3451 | 3058 | 393 | 3451 | 3058 | 393 |
Profit Streak | 0 | 690.9424 | 0 | 574.4424 | 0 | 636.9424 |
Trades During Streak | 0 | 9 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477062 | -165186 | -319730 | -618724 | -809398 | -790065 |
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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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