Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379360.6156 | 174360.5016 | 205000.114 | -4587396.1234 | -998638.4816 | -3588757.6417 |
Total P&L (%) | 379.3606 | 174.3605 | 205.0001 | -4587.3961 | -998.6385 | -3588.7576 |
Avg Daily Profit (%) | 0.2469 | 0.1135 | 0.1334 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208118 | -106460 | -201622 | -4771099 | -1574565 | -3591000 |
Profit Factor | 1.3903 | 1.3595 | 1.4211 | 0.6351 | 0.8214 | 0.4858 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 154 | 70 | 84 | 89 | 53 | 36 |
Losing Trades | 88 | 51 | 37 | 153 | 68 | 85 |
Profitability (%) | 63.6364 | 57.8512 | 69.4215 | 36.7769 | 43.8017 | 29.7521 |
Ratio Avg Win / Avg Loss | 0.7945 | 0.9905 | 0.626 | 1.0918 | 1.0539 | 1.147 |
Largest Winning Trade | 39119 | 39119 | 33606 | 586722 | 292368 | 586722 |
Largest Losing Trade | -199756 | -67416 | -199756 | -595347 | -517214 | -595347 |
Avg Bars in Trades | 75 | 81 | 69 | 75 | 81 | 69 |
Avg Bars in Winners | 54 | 56 | 52 | 108 | 111 | 104 |
Avg Bars in Losers | 111 | 114 | 107 | 55 | 57 | 54 |
Bars Traded | 18234 | 9845 | 8389 | 18234 | 9845 | 8389 |
Profit Streak | 0 | 0 | 19.4328 | 12.5995 | 15.7661 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360916 | -41911 | -12883 | -582373 | -581174 | -588214 |
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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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