Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295668.3569 | 327372.0613 | -31703.7044 | -65881.8513 | -338926.4635 | 273044.6122 |
Total P&L (%) | 295.6684 | 327.3721 | -31.7037 | -65.8819 | -338.9265 | 273.0446 |
Avg Daily Profit (%) | 0.167 | 0.1849 | -0.0179 | -0.0607 | 0 | 0.0744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -359931 | -193427 | -166503 | -7820679 | -5503680 | -2351830 |
Profit Factor | 1.2273 | 1.4158 | 0.9382 | 0.9951 | 0.9616 | 1.0601 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Losing Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Profitability (%) | 47.6852 | 49.0741 | 46.2963 | 47.6852 | 49.0741 | 46.2963 |
Ratio Avg Win / Avg Loss | 1.3465 | 1.4692 | 1.0883 | 1.0917 | 0.9979 | 1.2297 |
Largest Winning Trade | 130270 | 130270 | 34331 | 1677046 | 1677046 | 1441520 |
Largest Losing Trade | -66207 | -66207 | -33683 | -2232479 | -2232479 | -1280834 |
Avg Bars in Trades | 32 | 40 | 23 | 32 | 40 | 23 |
Avg Bars in Winners | 40 | 49 | 30 | 40 | 49 | 30 |
Avg Bars in Losers | 24 | 32 | 17 | 24 | 32 | 17 |
Bars Traded | 6957 | 4425 | 2532 | 6957 | 4425 | 2532 |
Profit Streak | 34.9466 | 84.1966 | 0 | 34.9466 | 84.1966 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 279050 | 324772 | -580540 | -578338 | -580039 | -249510 |
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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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