Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305911.1017 | 60910.6769 | 245000.4247 | -297591.2706 | -356069.5315 | 58478.2609 |
Total P&L (%) | 305.9111 | 60.9107 | 245.0004 | -297.5913 | -356.0695 | 58.4783 |
Avg Daily Profit (%) | 0.2054 | 0.0409 | 0.1645 | 0 | 0 | 0.0309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207573 | -82363 | -172672 | -862267 | -483386 | -600612 |
Profit Factor | 1.5243 | 1.2306 | 1.7673 | 0.795 | 0.4998 | 1.079 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 140 | 64 | 76 | 67 | 34 | 33 |
Losing Trades | 34 | 23 | 11 | 107 | 53 | 54 |
Profitability (%) | 80.4598 | 73.5632 | 87.3563 | 38.5057 | 39.0805 | 37.931 |
Ratio Avg Win / Avg Loss | 0.3702 | 0.4422 | 0.2558 | 1.2696 | 0.779 | 1.7657 |
Largest Winning Trade | 35540 | 27881 | 35540 | 102413 | 38894 | 102413 |
Largest Losing Trade | -112706 | -37819 | -112706 | -315325 | -251375 | -315325 |
Avg Bars in Trades | 32 | 19 | 45 | 32 | 19 | 45 |
Avg Bars in Winners | 18 | 10 | 25 | 38 | 23 | 55 |
Avg Bars in Losers | 90 | 44 | 186 | 28 | 17 | 40 |
Bars Traded | 5696 | 1698 | 3998 | 5696 | 1698 | 3998 |
Profit Streak | 66.3278 | 101.0778 | 66.3278 | 0 | 0 | 0 |
Trades During Streak | 9 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511537 | -136162 | 499983 | -582669 | -585068 | -289833 |
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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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