Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190525.1932 | -36267.9594 | 226793.1526 | -13946.0071 | -603016.6805 | 589070.6734 |
Total P&L (%) | 190.5252 | -36.268 | 226.7932 | -13.946 | -603.0167 | 589.0707 |
Avg Daily Profit (%) | 0.125 | -0.0238 | 0.1488 | -0.0099 | 0 | 0.1267 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182050 | -180392 | -65291 | -769302 | -793710 | -197365 |
Profit Factor | 1.2668 | 0.924 | 1.9578 | 0.9939 | 0.6428 | 1.9955 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 156 | 74 | 82 | 156 | 74 | 82 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 72.8972 | 69.1589 | 76.6355 | 72.8972 | 69.1589 | 76.6355 |
Ratio Avg Win / Avg Loss | 0.471 | 0.4121 | 0.5969 | 0.3695 | 0.2867 | 0.6084 |
Largest Winning Trade | 30060 | 30060 | 27278 | 91228 | 91228 | 66496 |
Largest Losing Trade | -68548 | -68548 | -57614 | -434721 | -434721 | -133436 |
Avg Bars in Trades | 41 | 58 | 24 | 41 | 58 | 24 |
Avg Bars in Winners | 18 | 23 | 14 | 18 | 23 | 14 |
Avg Bars in Losers | 102 | 137 | 56 | 102 | 137 | 56 |
Bars Traded | 8890 | 6279 | 2611 | 8890 | 6279 | 2611 |
Profit Streak | 29.972 | 29.972 | 63.8053 | 29.972 | 29.972 | 63.8053 |
Trades During Streak | 7 | 3 | 10 | 7 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22226 | -576819 | 429405 | -575083 | -576819 | -17022 |
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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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