Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304562.7565 | 88185.3898 | 216377.3667 | -662081.6448 | 550888.8216 | -1212970.4664 |
Total P&L (%) | 304.5628 | 88.1854 | 216.3774 | -662.0816 | 550.8888 | -1212.9705 |
Avg Daily Profit (%) | 0.1836 | 0.0532 | 0.1305 | 0 | 0.113 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199388 | -74105 | -191630 | -1991509 | -292711 | -2228546 |
Profit Factor | 1.3245 | 1.2144 | 1.4104 | 0.8811 | 1.2892 | 0.6691 |
Total Trades | 412 | 206 | 206 | 412 | 206 | 206 |
Winning Trades | 340 | 159 | 181 | 96 | 59 | 37 |
Losing Trades | 72 | 47 | 25 | 316 | 147 | 169 |
Profitability (%) | 82.5243 | 77.1845 | 87.8641 | 23.301 | 28.6408 | 17.9612 |
Ratio Avg Win / Avg Loss | 0.2805 | 0.359 | 0.1948 | 2.9004 | 3.2121 | 3.0562 |
Largest Winning Trade | 29493 | 23585 | 29493 | 808624 | 534509 | 808624 |
Largest Losing Trade | -170287 | -49418 | -170287 | -946083 | -136290 | -946083 |
Avg Bars in Trades | 23 | 18 | 29 | 23 | 18 | 29 |
Avg Bars in Winners | 10 | 7 | 14 | 59 | 45 | 83 |
Avg Bars in Losers | 83 | 56 | 136 | 12 | 7 | 17 |
Bars Traded | 9771 | 3754 | 6017 | 9771 | 3754 | 6017 |
Profit Streak | 66.5836 | 95.7503 | 66.5836 | 0 | 0 | 0 |
Trades During Streak | 30 | 16 | 15 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523536 | -117981 | -12308 | -612872 | -53567 | -638037 |
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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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