Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278590.6268 | 107027.8737 | 171562.7531 | -370084.3864 | -253551.6105 | -116532.7759 |
Total P&L (%) | 278.5906 | 107.0279 | 171.5628 | -370.0844 | -253.5516 | -116.5328 |
Avg Daily Profit (%) | 0.187 | 0.0718 | 0.1151 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177608 | -106694 | -155546 | -1460123 | -448602 | -1192135 |
Profit Factor | 1.3806 | 1.3201 | 1.4313 | 0.878 | 0.7944 | 0.9353 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 74 | 32 | 42 | 47 | 24 | 23 |
Losing Trades | 42 | 26 | 16 | 69 | 34 | 35 |
Profitability (%) | 63.7931 | 55.1724 | 72.4138 | 40.5172 | 41.3793 | 39.6552 |
Ratio Avg Win / Avg Loss | 0.7836 | 1.0726 | 0.5453 | 1.289 | 1.1253 | 1.4232 |
Largest Winning Trade | 75257 | 75257 | 36767 | 818736 | 201927 | 818736 |
Largest Losing Trade | -155546 | -41531 | -155546 | -637019 | -116237 | -637019 |
Avg Bars in Trades | 74 | 67 | 80 | 74 | 67 | 80 |
Avg Bars in Winners | 57 | 48 | 63 | 72 | 69 | 75 |
Avg Bars in Losers | 103 | 89 | 125 | 75 | 65 | 84 |
Bars Traded | 8591 | 3901 | 4690 | 8591 | 3901 | 4690 |
Profit Streak | 0 | 0 | 0 | 46.7103 | 59.7103 | 46.7103 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306547 | -276209 | -217212 | -581072 | -761541 | -762908 |
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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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