Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297801.2894 | 263735.7906 | 34065.4988 | -786509.1252 | -251143.1485 | -535365.9768 |
Total P&L (%) | 297.8013 | 263.7358 | 34.0655 | -786.5091 | -251.1431 | -535.366 |
Avg Daily Profit (%) | 0.2901 | 0.2569 | 0.0332 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202140 | -189053 | -80930 | -802444 | -591665 | -541759 |
Profit Factor | 1.3946 | 1.7359 | 1.086 | 0.7214 | 0.8151 | 0.6345 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 75 | 32 | 43 | 47 | 29 | 18 |
Losing Trades | 48 | 29 | 19 | 76 | 32 | 44 |
Profitability (%) | 60.9756 | 52.459 | 69.3548 | 38.2114 | 47.541 | 29.0323 |
Ratio Avg Win / Avg Loss | 0.8926 | 1.5732 | 0.4798 | 1.1665 | 0.8994 | 1.551 |
Largest Winning Trade | 228054 | 228054 | 26328 | 330787 | 136087 | 330787 |
Largest Losing Trade | -184664 | -43238 | -184664 | -303988 | -303988 | -184664 |
Avg Bars in Trades | 96 | 107 | 84 | 96 | 107 | 84 |
Avg Bars in Winners | 73 | 84 | 65 | 125 | 132 | 114 |
Avg Bars in Losers | 131 | 132 | 128 | 77 | 84 | 72 |
Bars Traded | 11831 | 6562 | 5269 | 11831 | 6562 | 5269 |
Profit Streak | 12.0367 | 0 | 15.5367 | 0 | 59.3701 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351318 | -149963 | -430027 | -583369 | -742437 | -744501 |
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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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