Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241378.2028 | 327932.8776 | -86554.6748 | -100923.2721 | 3376813.2924 | -3477736.5645 |
Total P&L (%) | 241.3782 | 327.9329 | -86.5547 | -100.9233 | 3376.8133 | -3477.7366 |
Avg Daily Profit (%) | 0.1282 | 0.1742 | -0.046 | 0 | 0.1887 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -434474 | -229231 | -240528 | -7510276 | -3702860 | -5257986 |
Profit Factor | 1.1764 | 1.5293 | 0.8844 | 0.995 | 1.533 | 0.7503 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 126 | 58 | 68 | 138 | 68 | 70 |
Losing Trades | 140 | 75 | 65 | 128 | 65 | 63 |
Profitability (%) | 47.3684 | 43.609 | 51.1278 | 51.8797 | 51.1278 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.3071 | 1.9775 | 0.8454 | 0.9229 | 1.4654 | 0.6753 |
Largest Winning Trade | 148753 | 148753 | 42472 | 2312110 | 2312110 | 1884643 |
Largest Losing Trade | -103480 | -39729 | -103480 | -5022265 | -1257877 | -5022265 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 13 | 14 | 14 | 13 |
Bars Traded | 3741 | 1878 | 1863 | 3741 | 1878 | 1863 |
Profit Streak | 0 | 0 | 0 | 27.7494 | 27.7494 | 34.7494 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47712 | 273147 | -580555 | -577400 | 367641 | -579368 |
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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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