Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298312.3833 | 203515.7959 | 94796.5875 | -2446797.5171 | 1152448.7111 | -3599246.2282 |
Total P&L (%) | 298.3124 | 203.5158 | 94.7966 | -2446.7975 | 1152.4487 | -3599.2462 |
Avg Daily Profit (%) | 0.1554 | 0.106 | 0.0494 | 0 | 0.1317 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222986 | -68984 | -222986 | -13710638 | -4751682 | -10480211 |
Profit Factor | 1.3214 | 1.4847 | 1.1865 | 0.9368 | 1.0621 | 0.8215 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 105 | 49 | 56 | 74 | 42 | 32 |
Losing Trades | 68 | 38 | 30 | 99 | 45 | 54 |
Profitability (%) | 60.6936 | 56.3218 | 65.1163 | 42.7746 | 48.2759 | 37.2093 |
Ratio Avg Win / Avg Loss | 0.8557 | 1.1514 | 0.6356 | 1.2533 | 1.138 | 1.3862 |
Largest Winning Trade | 38234 | 38234 | 36406 | 4970312 | 2662026 | 4970312 |
Largest Losing Trade | -222986 | -53742 | -222986 | -1977330 | -1977330 | -1940047 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 12 | 13 | 12 | 31 | 35 | 25 |
Avg Bars in Losers | 34 | 38 | 30 | 14 | 13 | 14 |
Bars Traded | 3689 | 2088 | 1602 | 3689 | 2088 | 1602 |
Profit Streak | 0 | 0 | 0 | 38.5844 | 48.5844 | 38.5844 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300872 | -49487 | -141871 | -579306 | -168644 | -583585 |
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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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