Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228538.6734 | 69479.7379 | 159058.9354 | -1636806.7547 | -232232.0679 | -1404574.6869 |
Total P&L (%) | 228.5387 | 69.4797 | 159.0589 | -1636.8068 | -232.2321 | -1404.5747 |
Avg Daily Profit (%) | 0.15 | 0.0456 | 0.1044 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191636 | -28941 | -69070 | -1682235 | -457631 | -1209392 |
Profit Factor | 1.439 | 1.6011 | 1.3927 | 0.6173 | 0.785 | 0.5607 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 77 | 34 | 43 | 42 | 27 | 15 |
Losing Trades | 42 | 26 | 16 | 77 | 33 | 44 |
Profitability (%) | 64.7059 | 56.6667 | 72.8814 | 35.2941 | 45 | 25.4237 |
Ratio Avg Win / Avg Loss | 0.7849 | 1.2244 | 0.5182 | 1.1318 | 0.9595 | 1.6446 |
Largest Winning Trade | 54013 | 25617 | 54013 | 656098 | 126548 | 656098 |
Largest Losing Trade | -191636 | -14997 | -191636 | -268934 | -139182 | -268934 |
Avg Bars in Trades | 147 | 19 | 277 | 147 | 19 | 277 |
Avg Bars in Winners | 124 | 19 | 207 | 158 | 18 | 410 |
Avg Bars in Losers | 188 | 19 | 464 | 141 | 19 | 232 |
Bars Traded | 17519 | 1152 | 16367 | 17519 | 1152 | 16367 |
Profit Streak | 115.0194 | 115.0194 | 199.4361 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345135 | -297609 | -226991 | -584514 | -751625 | -782905 |
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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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