Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402060.2831 | 247942.5362 | 154117.7469 | -975922.8578 | -264180.1103 | -711742.7476 |
Total P&L (%) | 402.0603 | 247.9425 | 154.1177 | -975.9229 | -264.1801 | -711.7427 |
Avg Daily Profit (%) | 0.2106 | 0.1299 | 0.0807 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155030 | -86733 | -164889 | -2469061 | -1182252 | -1589980 |
Profit Factor | 1.3736 | 1.4722 | 1.2796 | 0.8872 | 0.9386 | 0.8364 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 186 | 90 | 96 | 63 | 33 | 30 |
Losing Trades | 58 | 32 | 26 | 181 | 89 | 92 |
Profitability (%) | 76.2295 | 73.7705 | 78.6885 | 25.8197 | 27.0492 | 24.5902 |
Ratio Avg Win / Avg Loss | 0.4283 | 0.5235 | 0.3466 | 2.5489 | 2.5313 | 2.565 |
Largest Winning Trade | 65655 | 65655 | 34932 | 822162 | 426782 | 822162 |
Largest Losing Trade | -155030 | -52541 | -155030 | -242468 | -242468 | -213421 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 16 | 14 | 18 | 66 | 66 | 65 |
Avg Bars in Losers | 74 | 71 | 79 | 17 | 15 | 20 |
Bars Traded | 7412 | 3558 | 3854 | 7412 | 3558 | 3854 |
Profit Streak | 68.4408 | 98.6908 | 68.4408 | 0 | 0 | 0 |
Trades During Streak | 15 | 8 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467642 | -15220 | -81532 | -602925 | -598735 | -609851 |
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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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