Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72770.4208 | 200439.2704 | -127668.8496 | 21467.4074 | 257941.6172 | -236474.2099 |
Total P&L (%) | 72.7704 | 200.4393 | -127.6689 | 21.4674 | 257.9416 | -236.4742 |
Avg Daily Profit (%) | 0.0589 | 0.1622 | -0.1033 | 0.0157 | 0.1032 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189941 | -68560 | -208240 | -1562653 | -715182 | -985656 |
Profit Factor | 1.0678 | 1.5361 | 0.8174 | 1.0037 | 1.1052 | 0.9306 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 219 | 105 | 114 | 185 | 89 | 96 |
Losing Trades | 76 | 42 | 34 | 110 | 58 | 52 |
Profitability (%) | 74.2373 | 71.4286 | 77.027 | 62.7119 | 60.5442 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.3706 | 0.6144 | 0.2438 | 0.5968 | 0.7203 | 0.5041 |
Largest Winning Trade | 23206 | 23206 | 21180 | 667510 | 132825 | 667510 |
Largest Losing Trade | -189941 | -30302 | -189941 | -839311 | -304275 | -839311 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 6 | 5 | 7 | 7 | 6 | 8 |
Avg Bars in Losers | 27 | 26 | 30 | 19 | 18 | 20 |
Bars Traded | 3566 | 1680 | 1887 | 3566 | 1680 | 1887 |
Profit Streak | 17.3637 | 17.3637 | 42.0304 | 17.3637 | 17.3637 | 42.0304 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -255368 | 400156 | -575341 | -390850 | -159046 | -577195 |
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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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