Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178635.8478 | 84256.6089 | 94379.2389 | -172854.7122 | 31158.6528 | -204013.3649 |
Total P&L (%) | 178.6358 | 84.2566 | 94.3792 | -172.8547 | 31.1587 | -204.0134 |
Avg Daily Profit (%) | 0.1607 | 0.0758 | 0.0849 | 0 | 0.0244 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223661 | -71213 | -206378 | -1325146 | -186614 | -1245757 |
Profit Factor | 1.2707 | 1.3833 | 1.2144 | 0.9127 | 1.0607 | 0.861 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 224 | 100 | 124 | 142 | 72 | 70 |
Losing Trades | 74 | 49 | 25 | 156 | 77 | 79 |
Profitability (%) | 75.1678 | 67.1141 | 83.2215 | 47.651 | 48.3221 | 46.9799 |
Ratio Avg Win / Avg Loss | 0.4198 | 0.6778 | 0.2448 | 1.0027 | 1.1344 | 0.9717 |
Largest Winning Trade | 26409 | 26409 | 16545 | 303940 | 57436 | 303940 |
Largest Losing Trade | -124395 | -21124 | -124395 | -721194 | -67214 | -721194 |
Avg Bars in Trades | 44 | 22 | 65 | 44 | 22 | 65 |
Avg Bars in Winners | 25 | 13 | 34 | 51 | 23 | 80 |
Avg Bars in Losers | 100 | 42 | 215 | 37 | 22 | 52 |
Bars Traded | 13135 | 3419 | 9716 | 13135 | 3419 | 9716 |
Profit Streak | 39.0932 | 98.0098 | 39.0932 | 0 | 0 | 0 |
Trades During Streak | 4 | 9 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426677 | -88856 | -76370 | -578466 | -317526 | -582112 |
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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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