Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611927.9459 | 630720.743 | -18792.7971 | 74348.9238 | 261093.4816 | -186744.5579 |
Total P&L (%) | 611.9279 | 630.7207 | -18.7928 | 74.3489 | 261.0935 | -186.7446 |
Avg Daily Profit (%) | 0.2938 | 0.3028 | -0.009 | 0.0267 | 0.0617 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135506 | -111815 | -62589 | -2398829 | -2052602 | -489511 |
Profit Factor | 1.874 | 2.1338 | 0.8693 | 1.0133 | 1.0585 | 0.8368 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 48.0315 | 44.4444 | 51.5625 | 48.0315 | 44.4444 | 51.5625 |
Ratio Avg Win / Avg Loss | 2.0277 | 2.6672 | 0.8166 | 1.0963 | 1.3231 | 0.7861 |
Largest Winning Trade | 273314 | 273314 | 21370 | 1378890 | 1378890 | 443998 |
Largest Losing Trade | -72186 | -72186 | -13156 | -1610493 | -1610493 | -337991 |
Avg Bars in Trades | 188 | 368 | 10 | 188 | 368 | 10 |
Avg Bars in Winners | 189 | 399 | 10 | 189 | 399 | 10 |
Avg Bars in Losers | 187 | 344 | 9 | 187 | 344 | 9 |
Bars Traded | 23894 | 23242 | 652 | 23894 | 23242 | 652 |
Profit Streak | 17.0884 | 0 | 75.0884 | 17.0884 | 0 | 75.0884 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451361 | -136143 | -718920 | -363024 | -415917 | -718920 |
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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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