Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 323895.7441 | 70234.5082 | 253661.2359 | -2447365.1153 | -267357.3155 | -2180007.7998 |
Total P&L (%) | 323.8957 | 70.2345 | 253.6612 | -2447.3651 | -267.3573 | -2180.0078 |
Avg Daily Profit (%) | 0.1958 | 0.0425 | 0.1533 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159168 | -70343 | -159168 | -2593249 | -601471 | -2309026 |
Profit Factor | 1.6195 | 1.4213 | 1.7123 | 0.4636 | 0.7768 | 0.352 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 145 | 64 | 81 | 43 | 28 | 15 |
Losing Trades | 37 | 27 | 10 | 139 | 63 | 76 |
Profitability (%) | 79.6703 | 70.3297 | 89.011 | 23.6264 | 30.7692 | 16.4835 |
Ratio Avg Win / Avg Loss | 0.4132 | 0.5996 | 0.2114 | 1.4986 | 1.7479 | 1.7836 |
Largest Winning Trade | 24804 | 17851 | 24804 | 406159 | 187793 | 406159 |
Largest Losing Trade | -159168 | -34570 | -159168 | -391370 | -200876 | -391370 |
Avg Bars in Trades | 35 | 15 | 55 | 35 | 15 | 55 |
Avg Bars in Winners | 22 | 6 | 34 | 72 | 35 | 141 |
Avg Bars in Losers | 87 | 37 | 223 | 24 | 6 | 38 |
Bars Traded | 6473 | 1413 | 5060 | 6473 | 1413 | 5060 |
Profit Streak | 54.4643 | 0 | 282.4643 | 0 | 95.4643 | 0 |
Trades During Streak | 1 | 0 | 22 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476444 | -134166 | 508240 | -614027 | -584952 | -645661 |
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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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