Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391783.3998 | 226756.7139 | 165026.6859 | -2673428.2198 | -1976905.2007 | -696523.0191 |
Total P&L (%) | 391.7834 | 226.7567 | 165.0267 | -2673.4282 | -1976.9052 | -696.523 |
Avg Daily Profit (%) | 0.2071 | 0.1199 | 0.0872 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205616 | -30663 | -219495 | -3747786 | -2126749 | -2821433 |
Profit Factor | 1.4589 | 2.0741 | 1.2568 | 0.8258 | 0.6164 | 0.9317 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 121 | 57 | 64 | 84 | 47 | 37 |
Losing Trades | 80 | 44 | 36 | 117 | 54 | 63 |
Profitability (%) | 60.199 | 56.4356 | 64 | 41.791 | 46.5347 | 37 |
Ratio Avg Win / Avg Loss | 0.9646 | 1.601 | 0.707 | 1.1502 | 0.7082 | 1.5864 |
Largest Winning Trade | 59062 | 23583 | 59062 | 1522789 | 380680 | 1522789 |
Largest Losing Trade | -205616 | -17982 | -205616 | -1003460 | -418547 | -1003460 |
Avg Bars in Trades | 110 | 24 | 196 | 110 | 24 | 196 |
Avg Bars in Winners | 107 | 28 | 177 | 107 | 21 | 216 |
Avg Bars in Losers | 113 | 19 | 228 | 112 | 28 | 184 |
Bars Traded | 22121 | 2514 | 19607 | 22121 | 2514 | 19607 |
Profit Streak | 55.7085 | 56.0419 | 55.7085 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394934 | -26806 | -75825 | -581251 | -582132 | -583343 |
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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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