Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218160.8622 | 307116.3673 | -88955.5051 | -828996.1873 | -1086821.3759 | 257825.1886 |
Total P&L (%) | 218.1609 | 307.1164 | -88.9555 | -828.9962 | -1086.8214 | 257.8252 |
Avg Daily Profit (%) | 0.1745 | 0.2457 | -0.0712 | 0 | 0 | 0.102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272062 | -51739 | -264311 | -1661138 | -1186894 | -832638 |
Profit Factor | 1.2723 | 2.3743 | 0.846 | 0.8379 | 0.562 | 1.0979 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 86 | 40 | 46 | 51 | 29 | 22 |
Losing Trades | 50 | 28 | 22 | 85 | 39 | 46 |
Profitability (%) | 63.2353 | 58.8235 | 67.6471 | 37.5 | 42.6471 | 32.3529 |
Ratio Avg Win / Avg Loss | 0.7397 | 1.662 | 0.4046 | 1.3966 | 0.7558 | 2.2956 |
Largest Winning Trade | 44533 | 36910 | 44533 | 1302135 | 266862 | 1302135 |
Largest Losing Trade | -264311 | -41792 | -264311 | -451483 | -316947 | -451483 |
Avg Bars in Trades | 105 | 113 | 97 | 105 | 113 | 97 |
Avg Bars in Winners | 74 | 78 | 71 | 147 | 160 | 128 |
Avg Bars in Losers | 157 | 163 | 150 | 80 | 78 | 81 |
Bars Traded | 14323 | 7725 | 6598 | 14323 | 7725 | 6598 |
Profit Streak | 19.7981 | 19.7981 | 22.4648 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316502 | -94946 | -687122 | -583612 | -693095 | -284818 |
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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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