Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403849.3277 | 133618.0748 | 270231.2529 | -669087.7064 | -125772.0418 | -543315.6646 |
Total P&L (%) | 403.8493 | 133.6181 | 270.2313 | -669.0877 | -125.772 | -543.3157 |
Avg Daily Profit (%) | 0.271 | 0.0897 | 0.1814 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148968 | -42269 | -150994 | -1815769 | -389485 | -1463614 |
Profit Factor | 1.6085 | 1.6173 | 1.6042 | 0.7921 | 0.8601 | 0.7658 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 120 | 52 | 68 | 81 | 40 | 41 |
Losing Trades | 65 | 41 | 24 | 104 | 53 | 51 |
Profitability (%) | 64.8649 | 55.914 | 73.913 | 43.7838 | 43.0108 | 44.5652 |
Ratio Avg Win / Avg Loss | 0.8713 | 1.2752 | 0.5662 | 1.0171 | 1.1396 | 0.9526 |
Largest Winning Trade | 54360 | 21066 | 54360 | 234072 | 142316 | 234072 |
Largest Losing Trade | -120119 | -25229 | -120119 | -572207 | -84295 | -572207 |
Avg Bars in Trades | 93 | 44 | 143 | 93 | 44 | 143 |
Avg Bars in Winners | 77 | 47 | 100 | 89 | 42 | 134 |
Avg Bars in Losers | 123 | 39 | 265 | 96 | 45 | 150 |
Bars Traded | 17281 | 4110 | 13171 | 17281 | 4110 | 13171 |
Profit Streak | 0 | 0 | 0 | 10.5852 | 10.6685 | 10.5852 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410064 | -70832 | 388421 | -579026 | -581038 | -582549 |
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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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