Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833153.8786 | 794816.4032 | 38337.4755 | -16827.3181 | -5960.3934 | -10866.9246 |
Total P&L (%) | 833.1539 | 794.8164 | 38.3375 | -16.8273 | -5.9604 | -10.8669 |
Avg Daily Profit (%) | 0.4479 | 0.4273 | 0.0206 | -0.0099 | -0.0033 | -0.0062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208769 | -237534 | -37009 | -402457 | -385951 | -44148 |
Profit Factor | 1.9209 | 2.0985 | 1.2116 | 0.9799 | 0.9916 | 0.917 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 69 | 20 | 49 | 69 | 20 | 49 |
Losing Trades | 138 | 83 | 55 | 138 | 83 | 55 |
Profitability (%) | 33.3333 | 19.4175 | 47.1154 | 33.3333 | 19.4175 | 47.1154 |
Ratio Avg Win / Avg Loss | 3.8418 | 8.7087 | 1.3599 | 1.9599 | 4.115 | 1.0293 |
Largest Winning Trade | 782243 | 782243 | 16232 | 370152 | 370152 | 9875 |
Largest Losing Trade | -61953 | -61953 | -20991 | -255257 | -255257 | -22951 |
Avg Bars in Trades | 35 | 69 | 1 | 35 | 69 | 1 |
Avg Bars in Winners | 64 | 217 | 2 | 64 | 217 | 2 |
Avg Bars in Losers | 20 | 33 | 1 | 20 | 33 | 1 |
Bars Traded | 7345 | 7161 | 183 | 7345 | 7161 | 183 |
Profit Streak | 5.0255 | 0 | 31.5255 | 5.0255 | 0 | 31.5255 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328444 | -40728 | -167769 | -582681 | -632699 | -578731 |
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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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