Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393540.6793 | 307969.1209 | 85571.5584 | -337101.3662 | 307164.0432 | -644265.4094 |
Total P&L (%) | 393.5407 | 307.9691 | 85.5716 | -337.1014 | 307.164 | -644.2654 |
Avg Daily Profit (%) | 0.1789 | 0.14 | 0.0389 | 0 | 0.0638 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176936 | -72094 | -150665 | -1362672 | -467497 | -1294371 |
Profit Factor | 1.4577 | 1.7789 | 1.1842 | 0.9114 | 1.2033 | 0.7191 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 96 | 47 | 49 | 91 | 44 | 47 |
Losing Trades | 66 | 34 | 32 | 71 | 37 | 34 |
Profitability (%) | 59.2593 | 58.0247 | 60.4938 | 56.1728 | 54.321 | 58.0247 |
Ratio Avg Win / Avg Loss | 1.0021 | 1.2869 | 0.7734 | 0.7111 | 1.0119 | 0.5202 |
Largest Winning Trade | 68392 | 68392 | 52134 | 173984 | 173984 | 140513 |
Largest Losing Trade | -122474 | -45892 | -122474 | -927563 | -162049 | -927563 |
Avg Bars in Trades | 25 | 16 | 34 | 25 | 16 | 34 |
Avg Bars in Winners | 27 | 13 | 41 | 28 | 15 | 40 |
Avg Bars in Losers | 22 | 21 | 24 | 21 | 17 | 26 |
Bars Traded | 4145 | 1338 | 2807 | 4145 | 1338 | 2807 |
Profit Streak | 61.9568 | 124.4568 | 0 | 0 | 0 | 81.4568 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409474 | -12872 | -170820 | -578851 | -119312 | -590455 |
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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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