Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377021.4287 | 121694.8554 | 255326.5733 | -8505565.4639 | -878210.4617 | -7627355.0022 |
Total P&L (%) | 377.0214 | 121.6949 | 255.3266 | -8505.5655 | -878.2105 | -7627.355 |
Avg Daily Profit (%) | 0.2268 | 0.0732 | 0.1536 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240631 | -65174 | -219219 | -8818824 | -2031112 | -7835685 |
Profit Factor | 1.535 | 1.4381 | 1.598 | 0.5586 | 0.8678 | 0.396 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 230 | 107 | 123 | 64 | 38 | 26 |
Losing Trades | 50 | 33 | 17 | 216 | 102 | 114 |
Profitability (%) | 82.1429 | 76.4286 | 87.8571 | 22.8571 | 27.1429 | 18.5714 |
Ratio Avg Win / Avg Loss | 0.3337 | 0.4435 | 0.2209 | 1.8852 | 2.3293 | 1.7362 |
Largest Winning Trade | 24229 | 23585 | 24229 | 2130335 | 1177379 | 2130335 |
Largest Losing Trade | -206819 | -44633 | -206819 | -891203 | -701966 | -891203 |
Avg Bars in Trades | 17 | 11 | 23 | 17 | 11 | 23 |
Avg Bars in Winners | 9 | 5 | 13 | 38 | 24 | 59 |
Avg Bars in Losers | 52 | 29 | 96 | 10 | 5 | 15 |
Bars Traded | 4854 | 1540 | 3314 | 4854 | 1540 | 3314 |
Profit Streak | 36.7205 | 36.7205 | 62.3872 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539242 | -91593 | 501610 | -615517 | -598276 | -636053 |
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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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