Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324221.0289 | 216625.6477 | 107595.3812 | -572290.9456 | 13117.1872 | -585408.1327 |
Total P&L (%) | 324.221 | 216.6256 | 107.5954 | -572.2909 | 13.1172 | -585.4081 |
Avg Daily Profit (%) | 0.1693 | 0.1131 | 0.0562 | 0 | 0.0064 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175347 | -99328 | -177003 | -3022643 | -1366224 | -2195666 |
Profit Factor | 1.2716 | 1.3871 | 1.1697 | 0.949 | 1.0024 | 0.8972 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 232 | 114 | 118 | 91 | 50 | 41 |
Losing Trades | 74 | 39 | 35 | 215 | 103 | 112 |
Profitability (%) | 75.817 | 74.5098 | 77.1242 | 29.7386 | 32.6797 | 26.7974 |
Ratio Avg Win / Avg Loss | 0.4056 | 0.4745 | 0.347 | 2.2421 | 2.0649 | 2.451 |
Largest Winning Trade | 36305 | 23308 | 36305 | 1181206 | 830729 | 1181206 |
Largest Losing Trade | -175347 | -50440 | -175347 | -430111 | -289707 | -430111 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 12 | 11 | 13 | 47 | 44 | 50 |
Avg Bars in Losers | 60 | 57 | 63 | 14 | 13 | 15 |
Bars Traded | 7423 | 3584 | 3838 | 7423 | 3584 | 3838 |
Profit Streak | 74.1826 | 104.1826 | 74.1826 | 0 | 0 | 0 |
Trades During Streak | 19 | 10 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454197 | -37683 | -147717 | -585052 | -476035 | -599369 |
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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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