Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399358.2985 | 278587.4718 | 120770.8268 | -747026.8452 | -253209.0552 | -493817.79 |
Total P&L (%) | 399.3583 | 278.5875 | 120.7708 | -747.0268 | -253.2091 | -493.8178 |
Avg Daily Profit (%) | 0.3834 | 0.2674 | 0.1159 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114141 | -59232 | -114141 | -1123553 | -486233 | -931607 |
Profit Factor | 1.6471 | 2.1611 | 1.3202 | 0.7009 | 0.7719 | 0.6442 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 158 | 80 | 78 | 72 | 34 | 38 |
Losing Trades | 67 | 32 | 35 | 153 | 78 | 75 |
Profitability (%) | 70.2222 | 71.4286 | 69.0265 | 32 | 30.3571 | 33.6283 |
Ratio Avg Win / Avg Loss | 0.6985 | 0.8644 | 0.5924 | 1.4895 | 1.7708 | 1.2714 |
Largest Winning Trade | 28826 | 28826 | 19143 | 405964 | 354278 | 405964 |
Largest Losing Trade | -114141 | -35732 | -114141 | -148922 | -86711 | -148922 |
Avg Bars in Trades | 109 | 114 | 105 | 109 | 114 | 105 |
Avg Bars in Winners | 75 | 70 | 81 | 174 | 218 | 133 |
Avg Bars in Losers | 190 | 224 | 160 | 79 | 68 | 91 |
Bars Traded | 24745 | 12802 | 11943 | 24745 | 12802 | 11943 |
Profit Streak | 0 | 0 | 0 | 19.711 | 23.7944 | 19.711 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479838 | 443885 | -37466 | -583868 | -585350 | -585175 |
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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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