Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 322038.3308 | 208567.6662 | 113470.6646 | -516547.9637 | -180603.4133 | -335944.5505 |
Total P&L (%) | 322.0383 | 208.5677 | 113.4707 | -516.548 | -180.6034 | -335.9446 |
Avg Daily Profit (%) | 0.2581 | 0.1672 | 0.0909 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137326 | -53275 | -113829 | -647275 | -245105 | -415220 |
Profit Factor | 1.7773 | 2.1609 | 1.4836 | 0.557 | 0.6743 | 0.4505 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 113 | 56 | 57 | 26 | 13 | 13 |
Losing Trades | 16 | 9 | 7 | 103 | 52 | 51 |
Profitability (%) | 87.5969 | 86.1538 | 89.0625 | 20.155 | 20 | 20.3125 |
Ratio Avg Win / Avg Loss | 0.2517 | 0.3473 | 0.1822 | 2.2064 | 2.6973 | 1.7673 |
Largest Winning Trade | 20095 | 20095 | 16816 | 171457 | 171457 | 62930 |
Largest Losing Trade | -113829 | -51098 | -113829 | -200922 | -54214 | -200922 |
Avg Bars in Trades | 26 | 30 | 22 | 26 | 30 | 22 |
Avg Bars in Winners | 13 | 13 | 13 | 56 | 71 | 42 |
Avg Bars in Losers | 117 | 131 | 99 | 18 | 19 | 17 |
Bars Traded | 3410 | 1958 | 1452 | 3410 | 1958 | 1452 |
Profit Streak | 27.7972 | 158.4639 | 27.7972 | 0 | 0 | 0 |
Trades During Streak | 9 | 13 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572816 | -116888 | -204636 | -628549 | -761810 | -767655 |
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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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