Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335882.341 | 175322.3773 | 160559.9637 | -57918.5537 | -974521.896 | 916603.3423 |
Total P&L (%) | 335.8823 | 175.3224 | 160.56 | -57.9186 | -974.5219 | 916.6033 |
Avg Daily Profit (%) | 0.2031 | 0.106 | 0.0971 | -0.0523 | 0 | 0.1403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168510 | -166360 | -107510 | -2075417 | -2040777 | -513935 |
Profit Factor | 1.2828 | 1.2511 | 1.3282 | 0.9887 | 0.7161 | 1.5399 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 127 | 59 | 68 | 127 | 59 | 68 |
Losing Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Profitability (%) | 53.5865 | 49.5798 | 57.6271 | 53.5865 | 49.5798 | 57.6271 |
Ratio Avg Win / Avg Loss | 1.1111 | 1.2723 | 0.9766 | 0.8564 | 0.7282 | 1.1323 |
Largest Winning Trade | 178086 | 178086 | 40318 | 642525 | 642525 | 580246 |
Largest Losing Trade | -65148 | -52229 | -65148 | -720692 | -720692 | -364731 |
Avg Bars in Trades | 82 | 92 | 71 | 82 | 92 | 71 |
Avg Bars in Winners | 83 | 99 | 70 | 83 | 99 | 70 |
Avg Bars in Losers | 80 | 85 | 73 | 80 | 85 | 73 |
Bars Traded | 19493 | 11034 | 8459 | 19493 | 11034 | 8459 |
Profit Streak | 0 | 0 | 27.7121 | 0 | 0 | 27.7121 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335930 | -52097 | -63502 | -579072 | -581179 | -2484 |
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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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