Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187076.0337 | 249694.4072 | -62618.3736 | -899105.796 | -453818.1217 | -445287.6743 |
Total P&L (%) | 187.076 | 249.6944 | -62.6184 | -899.1058 | -453.8181 | -445.2877 |
Avg Daily Profit (%) | 0.151 | 0.2015 | -0.0505 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91486 | -51586 | -91486 | -827712 | -483053 | -527454 |
Profit Factor | 1.2729 | 2.3957 | 0.8764 | 0.5918 | 0.5103 | 0.651 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 92 | 44 | 48 | 24 | 14 | 10 |
Losing Trades | 25 | 14 | 11 | 93 | 44 | 49 |
Profitability (%) | 78.6325 | 75.8621 | 81.3559 | 20.5128 | 24.1379 | 16.9492 |
Ratio Avg Win / Avg Loss | 0.3459 | 0.7623 | 0.2008 | 2.2933 | 1.6038 | 3.19 |
Largest Winning Trade | 25484 | 24634 | 25484 | 259624 | 200145 | 259624 |
Largest Losing Trade | -248824 | -35993 | -248824 | -248824 | -81856 | -248824 |
Avg Bars in Trades | 120 | 131 | 109 | 120 | 131 | 109 |
Avg Bars in Winners | 67 | 68 | 66 | 305 | 327 | 275 |
Avg Bars in Losers | 314 | 327 | 297 | 72 | 68 | 75 |
Bars Traded | 14082 | 7607 | 6475 | 14082 | 7607 | 6475 |
Profit Streak | 17.7348 | 17.7348 | 33.2348 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404280 | -166716 | -752442 | -627281 | -791947 | -820256 |
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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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