Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354986.7755 | 300306.5047 | 54680.2707 | -1192395.3662 | -475127.8322 | -717267.534 |
Total P&L (%) | 354.9868 | 300.3065 | 54.6803 | -1192.3954 | -475.1278 | -717.2675 |
Avg Daily Profit (%) | 0.2876 | 0.2433 | 0.0443 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210160 | -47800 | -208071 | -1221970 | -526848 | -760333 |
Profit Factor | 1.5326 | 2.2084 | 1.1308 | 0.4734 | 0.5518 | 0.4044 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 126 | 59 | 67 | 56 | 32 | 24 |
Losing Trades | 57 | 32 | 25 | 127 | 59 | 68 |
Profitability (%) | 68.8525 | 64.8352 | 72.8261 | 30.6011 | 35.1648 | 26.087 |
Ratio Avg Win / Avg Loss | 0.6933 | 1.1978 | 0.4219 | 1.0736 | 1.0174 | 1.1457 |
Largest Winning Trade | 31406 | 31406 | 23154 | 327039 | 327039 | 142109 |
Largest Losing Trade | -152603 | -47800 | -152603 | -197735 | -133131 | -197735 |
Avg Bars in Trades | 76 | 90 | 63 | 76 | 90 | 63 |
Avg Bars in Winners | 42 | 48 | 37 | 148 | 168 | 122 |
Avg Bars in Losers | 153 | 167 | 134 | 45 | 48 | 42 |
Bars Traded | 14063 | 8218 | 5845 | 14063 | 8218 | 5845 |
Profit Streak | 28.3702 | 83.8702 | 28.3702 | 0 | 0 | 0 |
Trades During Streak | 4 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472031 | 517766 | -209128 | -585697 | -585191 | -604443 |
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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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