Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425501.3632 | 190372.7388 | 235128.6244 | -9837936.1493 | -2141080.4166 | -7696855.7328 |
Total P&L (%) | 425.5014 | 190.3727 | 235.1286 | -9837.9361 | -2141.0804 | -7696.8557 |
Avg Daily Profit (%) | 0.2239 | 0.1002 | 0.1237 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165952 | -58530 | -165952 | -9912486 | -2705013 | -7753895 |
Profit Factor | 2.0368 | 2.328 | 1.8804 | 0.3923 | 0.6589 | 0.2234 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 135 | 64 | 71 | 28 | 17 | 11 |
Losing Trades | 23 | 15 | 8 | 130 | 62 | 68 |
Profitability (%) | 85.443 | 81.0127 | 89.8734 | 17.7215 | 21.519 | 13.9241 |
Ratio Avg Win / Avg Loss | 0.347 | 0.5456 | 0.2119 | 1.8212 | 2.4029 | 1.3812 |
Largest Winning Trade | 34393 | 30125 | 34393 | 1461270 | 1461270 | 727717 |
Largest Losing Trade | -165952 | -57081 | -165952 | -1103382 | -634919 | -1103382 |
Avg Bars in Trades | 34 | 14 | 55 | 34 | 14 | 55 |
Avg Bars in Winners | 19 | 6 | 31 | 95 | 43 | 175 |
Avg Bars in Losers | 124 | 49 | 264 | 21 | 6 | 35 |
Bars Traded | 5495 | 1146 | 4349 | 5495 | 1146 | 4349 |
Profit Streak | 200.9691 | 200.9691 | 210.3024 | 0 | 0 | 0 |
Trades During Streak | 12 | 6 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576869 | -78555 | -47438 | -639066 | -649837 | -684700 |
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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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