Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6400.7868 | 80861.1789 | -74460.3922 | -187435.1432 | -547428.7738 | 359993.6306 |
Total P&L (%) | 6.4008 | 80.8612 | -74.4604 | -187.4351 | -547.4288 | 359.9936 |
Avg Daily Profit (%) | 0.0063 | 0.0793 | -0.073 | 0 | 0 | 0.1497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -367327 | -213285 | -196300 | -1516285 | -1325073 | -379604 |
Profit Factor | 1.0069 | 1.1464 | 0.8038 | 0.9534 | 0.8205 | 1.3714 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 159 | 81 | 78 | 147 | 75 | 72 |
Losing Trades | 64 | 30 | 34 | 76 | 36 | 40 |
Profitability (%) | 71.3004 | 72.973 | 69.6429 | 65.9193 | 67.5676 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.4053 | 0.4246 | 0.3504 | 0.4929 | 0.3938 | 0.7619 |
Largest Winning Trade | 38709 | 38709 | 15518 | 150805 | 150805 | 150281 |
Largest Losing Trade | -180379 | -58030 | -180379 | -376026 | -376026 | -220012 |
Avg Bars in Trades | 13 | 22 | 3 | 13 | 22 | 3 |
Avg Bars in Winners | 4 | 7 | 2 | 6 | 9 | 2 |
Avg Bars in Losers | 33 | 63 | 7 | 26 | 48 | 6 |
Bars Traded | 2937 | 2502 | 435 | 2937 | 2502 | 435 |
Profit Streak | 0 | 18.8288 | 0 | 15.1621 | 0 | 17.4954 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -560650 | -143954 | -577932 | -576684 | -578481 | 310318 |
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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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