Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310963.8499 | 10452.6768 | 300511.1731 | -1876268.7803 | 993538.3705 | -2869807.1508 |
Total P&L (%) | 310.9639 | 10.4527 | 300.5112 | -1876.2688 | 993.5384 | -2869.8072 |
Avg Daily Profit (%) | 0.2021 | 0.0068 | 0.1953 | 0 | 0.1555 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156939 | -60472 | -139722 | -4304771 | -253420 | -4939353 |
Profit Factor | 1.7025 | 1.0421 | 2.5448 | 0.7338 | 1.6193 | 0.4727 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 130 | 56 | 74 | 101 | 50 | 51 |
Losing Trades | 35 | 27 | 8 | 64 | 33 | 31 |
Profitability (%) | 78.7879 | 67.4699 | 90.2439 | 61.2121 | 60.241 | 62.1951 |
Ratio Avg Win / Avg Loss | 0.4584 | 0.5025 | 0.2751 | 0.465 | 1.0687 | 0.2874 |
Largest Winning Trade | 35939 | 19026 | 35939 | 338239 | 338239 | 335573 |
Largest Losing Trade | -139722 | -39314 | -139722 | -3457738 | -203035 | -3457738 |
Avg Bars in Trades | 17 | 11 | 22 | 17 | 11 | 22 |
Avg Bars in Winners | 9 | 4 | 12 | 15 | 10 | 20 |
Avg Bars in Losers | 46 | 25 | 118 | 20 | 13 | 27 |
Bars Traded | 2830 | 949 | 1881 | 2830 | 949 | 1881 |
Profit Streak | 34.8197 | 94.8197 | 34.8197 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524145 | -507412 | 434852 | -578182 | 401880 | -583099 |
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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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