Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315645.2914 | 162555.3725 | 153089.919 | -6829520.0323 | -1277920.1205 | -5551599.9118 |
Total P&L (%) | 315.6453 | 162.5554 | 153.0899 | -6829.52 | -1277.9201 | -5551.5999 |
Avg Daily Profit (%) | 0.1661 | 0.0856 | 0.0806 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234274 | -64015 | -226489 | -6962905 | -2103208 | -5662625 |
Profit Factor | 1.5774 | 2.0414 | 1.3919 | 0.5616 | 0.7801 | 0.4317 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 133 | 59 | 74 | 35 | 23 | 12 |
Losing Trades | 27 | 21 | 6 | 125 | 57 | 68 |
Profitability (%) | 83.125 | 73.75 | 92.5 | 21.875 | 28.75 | 15 |
Ratio Avg Win / Avg Loss | 0.3202 | 0.7266 | 0.1129 | 2.0059 | 1.9333 | 2.4462 |
Largest Winning Trade | 31817 | 20291 | 31817 | 2014111 | 2014111 | 1682204 |
Largest Losing Trade | -226489 | -64015 | -226489 | -569148 | -397235 | -569148 |
Avg Bars in Trades | 34 | 18 | 50 | 34 | 18 | 50 |
Avg Bars in Winners | 23 | 8 | 34 | 62 | 40 | 103 |
Avg Bars in Losers | 89 | 46 | 241 | 26 | 9 | 40 |
Bars Traded | 5501 | 1488 | 4013 | 5501 | 1488 | 4013 |
Profit Streak | 198.2635 | 198.2635 | 285.9301 | 0 | 0 | 0 |
Trades During Streak | 13 | 6 | 12 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516820 | -92016 | -98939 | -620749 | -610467 | -671347 |
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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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