Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392231.7774 | 48234.2754 | 343997.502 | -5454701.1756 | -62157.1688 | -5392544.0068 |
Total P&L (%) | 392.2318 | 48.2343 | 343.9975 | -5454.7012 | -62.1572 | -5392.544 |
Avg Daily Profit (%) | 0.2557 | 0.0314 | 0.2243 | 0 | -0.0633 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152378 | -46243 | -148217 | -7417083 | -952734 | -7115729 |
Profit Factor | 1.9809 | 1.2548 | 2.6337 | 0.5027 | 0.9786 | 0.3313 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 127 | 57 | 70 | 80 | 41 | 39 |
Losing Trades | 26 | 20 | 6 | 73 | 36 | 37 |
Profitability (%) | 83.0065 | 74.026 | 92.1053 | 52.2876 | 53.2468 | 51.3158 |
Ratio Avg Win / Avg Loss | 0.4055 | 0.4403 | 0.2257 | 0.4587 | 0.8593 | 0.3143 |
Largest Winning Trade | 27665 | 24355 | 27665 | 517455 | 517455 | 432153 |
Largest Losing Trade | -148217 | -39410 | -148217 | -2992732 | -267019 | -2992732 |
Avg Bars in Trades | 51 | 25 | 78 | 51 | 25 | 78 |
Avg Bars in Winners | 30 | 9 | 47 | 49 | 25 | 74 |
Avg Bars in Losers | 154 | 71 | 432 | 54 | 25 | 82 |
Bars Traded | 7929 | 1975 | 5954 | 7929 | 1975 | 5954 |
Profit Streak | 101.3636 | 101.3636 | 288.0303 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 20 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566601 | -191556 | -32380 | -579679 | -622037 | -630065 |
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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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