Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376022.497 | 263467.3501 | 112555.1469 | -2845054.5854 | -1813869.6178 | -1031184.9677 |
Total P&L (%) | 376.0225 | 263.4674 | 112.5551 | -2845.0546 | -1813.8696 | -1031.185 |
Avg Daily Profit (%) | 0.1969 | 0.138 | 0.0589 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199057 | -83847 | -215294 | -5495143 | -3153795 | -3586600 |
Profit Factor | 1.4081 | 1.67 | 1.2131 | 0.847 | 0.8002 | 0.8917 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 134 | 67 | 67 | 99 | 51 | 48 |
Losing Trades | 95 | 48 | 47 | 130 | 64 | 66 |
Profitability (%) | 58.5153 | 58.2609 | 58.7719 | 43.2314 | 44.3478 | 42.1053 |
Ratio Avg Win / Avg Loss | 0.9982 | 1.1964 | 0.851 | 1.1122 | 1.0042 | 1.226 |
Largest Winning Trade | 56070 | 56070 | 31698 | 2934615 | 1579664 | 2934615 |
Largest Losing Trade | -199057 | -61228 | -199057 | -1270445 | -1270445 | -617728 |
Avg Bars in Trades | 48 | 54 | 42 | 48 | 54 | 42 |
Avg Bars in Winners | 35 | 38 | 33 | 58 | 73 | 42 |
Avg Bars in Losers | 65 | 76 | 55 | 40 | 38 | 42 |
Bars Traded | 11074 | 6248 | 4826 | 11074 | 6248 | 4826 |
Profit Streak | 22.3065 | 23.1399 | 22.3065 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378961 | -4470 | -114404 | -580545 | -581557 | -582432 |
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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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