Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255010.7397 | 271592.7392 | -16581.9994 | -1180127.4048 | -564037.7548 | -616089.65 |
Total P&L (%) | 255.0107 | 271.5927 | -16.582 | -1180.1274 | -564.0378 | -616.0897 |
Avg Daily Profit (%) | 0.2066 | 0.22 | -0.0134 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93436 | -52403 | -105992 | -1115174 | -591844 | -757816 |
Profit Factor | 1.3908 | 2.5479 | 0.9652 | 0.5737 | 0.559 | 0.5864 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 114 | 55 | 59 | 20 | 12 | 8 |
Losing Trades | 21 | 12 | 9 | 115 | 55 | 60 |
Profitability (%) | 84.4444 | 82.0896 | 86.7647 | 14.8148 | 17.9104 | 11.7647 |
Ratio Avg Win / Avg Loss | 0.2562 | 0.5559 | 0.1472 | 3.299 | 2.5619 | 4.3982 |
Largest Winning Trade | 22070 | 20348 | 22070 | 474750 | 474750 | 230873 |
Largest Losing Trade | -217730 | -52403 | -217730 | -217730 | -110955 | -217730 |
Avg Bars in Trades | 52 | 58 | 45 | 52 | 58 | 45 |
Avg Bars in Winners | 29 | 30 | 27 | 173 | 185 | 155 |
Avg Bars in Losers | 177 | 185 | 166 | 31 | 30 | 31 |
Bars Traded | 7035 | 3912 | 3122 | 7035 | 3912 | 3122 |
Profit Streak | 15.1464 | 15.1464 | 29.8131 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471392 | -102131 | -684408 | -652347 | -756019 | -775606 |
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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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