Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347249.8537 | 309302.5331 | 37947.3205 | -1719439.5684 | -285330.3222 | -1434109.2462 |
Total P&L (%) | 347.2499 | 309.3025 | 37.9473 | -1719.4396 | -285.3303 | -1434.1092 |
Avg Daily Profit (%) | 0.1845 | 0.1643 | 0.0202 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261409 | -62490 | -278841 | -3324986 | -2042081 | -3178622 |
Profit Factor | 1.2986 | 1.7906 | 1.0492 | 0.8656 | 0.9436 | 0.8147 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 142 | 68 | 74 | 108 | 61 | 47 |
Losing Trades | 100 | 53 | 47 | 134 | 60 | 74 |
Profitability (%) | 58.6777 | 56.1983 | 61.157 | 44.6281 | 50.4132 | 38.843 |
Ratio Avg Win / Avg Loss | 0.9145 | 1.3956 | 0.6664 | 1.074 | 0.9281 | 1.2827 |
Largest Winning Trade | 51263 | 51263 | 37281 | 1081380 | 678967 | 1081380 |
Largest Losing Trade | -197447 | -33054 | -197447 | -1184464 | -325462 | -1184464 |
Avg Bars in Trades | 91 | 73 | 108 | 91 | 73 | 108 |
Avg Bars in Winners | 71 | 58 | 83 | 112 | 90 | 139 |
Avg Bars in Losers | 119 | 93 | 148 | 74 | 56 | 88 |
Bars Traded | 22062 | 8912 | 13150 | 22062 | 8912 | 13150 |
Profit Streak | 20.4129 | 0 | 64.7463 | 0 | 78.4129 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318328 | 366193 | -333831 | -579934 | -579587 | -583682 |
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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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