Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365811.6742 | 265971.8152 | 99839.859 | -1147403.714 | -347569.5882 | -799834.1258 |
Total P&L (%) | 365.8117 | 265.9718 | 99.8399 | -1147.4037 | -347.5696 | -799.8341 |
Avg Daily Profit (%) | 0.3512 | 0.2553 | 0.0959 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127032 | -63335 | -131816 | -1425302 | -653585 | -1031683 |
Profit Factor | 1.6717 | 2.3743 | 1.2844 | 0.6535 | 0.7709 | 0.5541 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 107 | 52 | 55 | 35 | 20 | 15 |
Losing Trades | 29 | 16 | 13 | 101 | 48 | 53 |
Profitability (%) | 78.6765 | 76.4706 | 80.8824 | 25.7353 | 29.4118 | 22.0588 |
Ratio Avg Win / Avg Loss | 0.4531 | 0.7306 | 0.3036 | 1.8857 | 1.8502 | 1.9577 |
Largest Winning Trade | 33612 | 33612 | 21017 | 495552 | 495552 | 382767 |
Largest Losing Trade | -127032 | -38925 | -127032 | -193375 | -144690 | -193375 |
Avg Bars in Trades | 181 | 192 | 170 | 181 | 192 | 170 |
Avg Bars in Winners | 115 | 126 | 104 | 356 | 358 | 354 |
Avg Bars in Losers | 425 | 406 | 448 | 120 | 123 | 118 |
Bars Traded | 24694 | 13092 | 11602 | 24694 | 13092 | 11602 |
Profit Streak | 14.3502 | 14.3502 | 35.8085 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545433 | -95317 | -170450 | -604214 | -697828 | -730236 |
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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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