Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427310.0592 | 133739.8703 | 293570.1889 | -7065439.1052 | -538229.0675 | -6527210.0377 |
Total P&L (%) | 427.3101 | 133.7399 | 293.5702 | -7065.4391 | -538.2291 | -6527.21 |
Avg Daily Profit (%) | 0.2571 | 0.0805 | 0.1766 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172880 | -47754 | -169949 | -7284860 | -1522279 | -6696737 |
Profit Factor | 1.6832 | 1.511 | 1.807 | 0.621 | 0.9141 | 0.4727 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 196 | 87 | 109 | 58 | 37 | 21 |
Losing Trades | 48 | 35 | 13 | 186 | 85 | 101 |
Profitability (%) | 80.3279 | 71.3115 | 89.3443 | 23.7705 | 30.3279 | 17.2131 |
Ratio Avg Win / Avg Loss | 0.4122 | 0.6079 | 0.2155 | 1.9914 | 2.0999 | 2.2732 |
Largest Winning Trade | 27750 | 20546 | 27750 | 2468727 | 967033 | 2468727 |
Largest Losing Trade | -169949 | -44633 | -169949 | -681706 | -377522 | -681706 |
Avg Bars in Trades | 19 | 13 | 26 | 19 | 13 | 26 |
Avg Bars in Winners | 11 | 6 | 15 | 45 | 28 | 73 |
Avg Bars in Losers | 55 | 31 | 118 | 12 | 6 | 16 |
Bars Traded | 4854 | 1649 | 3205 | 4854 | 1649 | 3205 |
Profit Streak | 36.7398 | 0 | 62.0731 | 0 | 43.7398 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523401 | -83018 | 525008 | -611679 | -585049 | -642087 |
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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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