Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281207.4964 | 58792.8234 | 222414.673 | -189774.0184 | -176109.4397 | -13664.5787 |
Total P&L (%) | 281.2075 | 58.7928 | 222.4147 | -189.774 | -176.1094 | -13.6646 |
Avg Daily Profit (%) | 0.1904 | 0.0398 | 0.1506 | 0 | 0 | -0.0099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -279428 | -85712 | -228028 | -2964913 | -945726 | -2828780 |
Profit Factor | 1.3643 | 1.2588 | 1.4083 | 0.9642 | 0.8823 | 0.9964 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 199 | 87 | 112 | 138 | 73 | 65 |
Losing Trades | 70 | 48 | 22 | 131 | 62 | 69 |
Profitability (%) | 73.9777 | 64.4444 | 83.5821 | 51.3011 | 54.0741 | 48.5075 |
Ratio Avg Win / Avg Loss | 0.4799 | 0.6945 | 0.2766 | 0.9153 | 0.7494 | 1.0577 |
Largest Winning Trade | 29490 | 16166 | 29490 | 354731 | 215883 | 354731 |
Largest Losing Trade | -130081 | -25542 | -130081 | -2214824 | -648576 | -2214824 |
Avg Bars in Trades | 20 | 5 | 35 | 20 | 5 | 35 |
Avg Bars in Winners | 11 | 2 | 18 | 21 | 5 | 39 |
Avg Bars in Losers | 45 | 10 | 124 | 19 | 5 | 31 |
Bars Traded | 5534 | 741 | 4793 | 5534 | 741 | 4793 |
Profit Streak | 0 | 0 | 0 | 95.3614 | 95.3614 | 97.3614 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401135 | -140351 | 381387 | -577965 | -579608 | -579330 |
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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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