Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449138.5852 | 189182.2126 | 259956.3727 | -4145816.7347 | -1826106.5624 | -2319710.1724 |
Total P&L (%) | 449.1386 | 189.1822 | 259.9564 | -4145.8167 | -1826.1066 | -2319.7102 |
Avg Daily Profit (%) | 0.3032 | 0.1277 | 0.1755 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192119 | -63562 | -168051 | -5056569 | -2050783 | -3737730 |
Profit Factor | 1.7142 | 1.7264 | 1.7056 | 0.5565 | 0.5137 | 0.5852 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 102 | 47 | 55 | 71 | 34 | 37 |
Losing Trades | 58 | 33 | 25 | 89 | 46 | 43 |
Profitability (%) | 63.75 | 58.75 | 68.75 | 44.375 | 42.5 | 46.25 |
Ratio Avg Win / Avg Loss | 0.9747 | 1.2121 | 0.7753 | 0.6976 | 0.6951 | 0.6802 |
Largest Winning Trade | 56396 | 56396 | 48225 | 1384007 | 368369 | 1384007 |
Largest Losing Trade | -147195 | -27836 | -147195 | -1318760 | -770557 | -1318760 |
Avg Bars in Trades | 34 | 22 | 47 | 34 | 22 | 47 |
Avg Bars in Winners | 32 | 13 | 47 | 41 | 26 | 54 |
Avg Bars in Losers | 39 | 34 | 46 | 29 | 19 | 41 |
Bars Traded | 5598 | 1794 | 3804 | 5598 | 1794 | 3804 |
Profit Streak | 21.073 | 30.073 | 0 | 0 | 0 | 27.573 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437262 | -37149 | -8884 | -582127 | -602875 | -601153 |
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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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