Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239579.7432 | 307764.3656 | -68184.6224 | -1461122 | -905710.9623 | -555411.0377 |
Total P&L (%) | 239.5797 | 307.7644 | -68.1846 | -1461.122 | -905.711 | -555.411 |
Avg Daily Profit (%) | 0.1268 | 0.1629 | -0.0361 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -340378 | -54268 | -350976 | -3280356 | -1866156 | -2585776 |
Profit Factor | 1.189 | 1.8333 | 0.9241 | 0.8951 | 0.8341 | 0.9344 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 124 | 57 | 67 | 116 | 66 | 50 |
Losing Trades | 104 | 57 | 47 | 112 | 48 | 64 |
Profitability (%) | 54.386 | 50 | 58.7719 | 50.8772 | 57.8947 | 43.8596 |
Ratio Avg Win / Avg Loss | 0.9972 | 1.8333 | 0.6483 | 0.8642 | 0.6066 | 1.1961 |
Largest Winning Trade | 52531 | 52531 | 52316 | 1126567 | 428505 | 1126567 |
Largest Losing Trade | -279553 | -34958 | -279553 | -980099 | -643399 | -980099 |
Avg Bars in Trades | 48 | 34 | 62 | 48 | 34 | 62 |
Avg Bars in Winners | 41 | 31 | 50 | 51 | 36 | 70 |
Avg Bars in Losers | 56 | 37 | 79 | 45 | 32 | 55 |
Bars Traded | 11029 | 3948 | 7080 | 11029 | 3948 | 7080 |
Profit Streak | 21.8049 | 0 | 22.6382 | 0 | 35.4715 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35737 | 379128 | -579344 | -579471 | -579014 | -581750 |
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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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