Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642082.5865 | 732411.4133 | -90328.8268 | -180892.6727 | 67804.7587 | -248697.4314 |
Total P&L (%) | 642.0826 | 732.4114 | -90.3288 | -180.8927 | 67.8048 | -248.6974 |
Avg Daily Profit (%) | 0.2836 | 0.3235 | -0.0399 | 0 | 0.0229 | 0 |
Buy And Hold Return (%) | 220 | 220 | 220 | 220 | 220 | 220 |
Max Trade Drawdown | -170495 | -101148 | -273293 | -670078 | -320997 | -467943 |
Profit Factor | 1.4799 | 2.3171 | 0.8845 | 0.9035 | 1.0805 | 0.7591 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 116 | 55 | 61 | 131 | 72 | 59 |
Losing Trades | 127 | 67 | 60 | 112 | 50 | 62 |
Profitability (%) | 47.7366 | 45.082 | 50.4132 | 53.9095 | 59.0164 | 48.7603 |
Ratio Avg Win / Avg Loss | 1.6202 | 2.8227 | 0.87 | 0.7725 | 0.7503 | 0.7976 |
Largest Winning Trade | 344850 | 344850 | 51185 | 90368 | 90368 | 81207 |
Largest Losing Trade | -115181 | -33164 | -115181 | -295296 | -185359 | -295296 |
Avg Bars in Trades | 35 | 27 | 43 | 35 | 27 | 43 |
Avg Bars in Winners | 42 | 30 | 54 | 30 | 24 | 37 |
Avg Bars in Losers | 29 | 25 | 33 | 41 | 31 | 50 |
Bars Traded | 8665 | 3372 | 5293 | 8665 | 3372 | 5293 |
Profit Streak | 0 | 0 | 18.8298 | 11.5798 | 15.8298 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297146 | 317585 | -579891 | -578369 | -459509 | -581492 |
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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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