Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381423.3201 | 346415.5447 | 35007.7754 | -1247231.1424 | -746277.0382 | -500954.1042 |
Total P&L (%) | 381.4233 | 346.4155 | 35.0078 | -1247.2311 | -746.277 | -500.9541 |
Avg Daily Profit (%) | 0.2012 | 0.1827 | 0.0185 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222023 | -60808 | -243676 | -5300283 | -2425829 | -3727011 |
Profit Factor | 1.403 | 2.0634 | 1.0564 | 0.9108 | 0.8721 | 0.9385 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 67 | 32 | 35 | 61 | 34 | 27 |
Losing Trades | 65 | 34 | 31 | 71 | 32 | 39 |
Profitability (%) | 50.7576 | 48.4848 | 53.0303 | 46.2121 | 51.5152 | 40.9091 |
Ratio Avg Win / Avg Loss | 1.3611 | 2.1924 | 0.9357 | 1.0601 | 0.8208 | 1.3556 |
Largest Winning Trade | 59718 | 59718 | 58207 | 2301039 | 1152180 | 2301039 |
Largest Losing Trade | -193616 | -34877 | -193616 | -1103406 | -934641 | -1103406 |
Avg Bars in Trades | 83 | 74 | 92 | 83 | 74 | 92 |
Avg Bars in Winners | 93 | 80 | 106 | 75 | 76 | 73 |
Avg Bars in Losers | 73 | 68 | 77 | 90 | 71 | 106 |
Bars Traded | 11045 | 4912 | 6133 | 11045 | 4912 | 6133 |
Profit Streak | 53.1229 | 0 | 75.7895 | 0 | 89.2895 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336805 | -113373 | -454232 | -580234 | -704203 | -707104 |
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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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