Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355544.7091 | 370936.7609 | -15392.0518 | -145943.5805 | -377829.5521 | 231885.9716 |
Total P&L (%) | 355.5447 | 370.9368 | -15.3921 | -145.9436 | -377.8296 | 231.886 |
Avg Daily Profit (%) | 0.1896 | 0.1978 | -0.0082 | 0 | 0 | 0.064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220333 | -194951 | -125157 | -2812714 | -2600512 | -705180 |
Profit Factor | 1.4539 | 1.8464 | 0.9554 | 0.972 | 0.8956 | 1.145 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 81 | 37 | 44 | 77 | 39 | 38 |
Losing Trades | 48 | 27 | 21 | 52 | 25 | 27 |
Profitability (%) | 62.7907 | 57.8125 | 67.6923 | 59.6899 | 60.9375 | 58.4615 |
Ratio Avg Win / Avg Loss | 0.8616 | 1.3474 | 0.456 | 0.6564 | 0.5741 | 0.8136 |
Largest Winning Trade | 216069 | 216069 | 27388 | 528306 | 528306 | 342982 |
Largest Losing Trade | -110610 | -46291 | -110610 | -1276187 | -1276187 | -427675 |
Avg Bars in Trades | 54 | 90 | 19 | 54 | 90 | 19 |
Avg Bars in Winners | 40 | 71 | 14 | 40 | 67 | 13 |
Avg Bars in Losers | 77 | 116 | 27 | 74 | 126 | 26 |
Bars Traded | 7020 | 5783 | 1237 | 7020 | 5783 | 1237 |
Profit Streak | 26.8359 | 0 | 71.3359 | 0 | 78.5859 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339526 | -128172 | -708919 | -579179 | -717576 | -300441 |
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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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