Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231077.0207 | 16440.2914 | 214636.7293 | -237359.3419 | -289472.657 | 52113.3151 |
Total P&L (%) | 231.077 | 16.4403 | 214.6367 | -237.3593 | -289.4727 | 52.1133 |
Avg Daily Profit (%) | 0.1554 | 0.0111 | 0.1443 | 0 | 0 | 0.0282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224181 | -82671 | -184292 | -797280 | -349700 | -598040 |
Profit Factor | 1.3817 | 1.0617 | 1.6334 | 0.832 | 0.5311 | 1.0655 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 123 | 54 | 69 | 70 | 34 | 36 |
Losing Trades | 46 | 31 | 15 | 99 | 51 | 48 |
Profitability (%) | 72.7811 | 63.5294 | 82.1429 | 41.4201 | 40 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.5167 | 0.6095 | 0.3551 | 1.1767 | 0.7967 | 1.4207 |
Largest Winning Trade | 26843 | 21785 | 26843 | 121476 | 55524 | 121476 |
Largest Losing Trade | -116907 | -29840 | -116907 | -322872 | -172186 | -322872 |
Avg Bars in Trades | 17 | 7 | 26 | 17 | 7 | 26 |
Avg Bars in Winners | 10 | 4 | 15 | 18 | 8 | 28 |
Avg Bars in Losers | 34 | 13 | 78 | 15 | 7 | 25 |
Bars Traded | 2885 | 636 | 2249 | 2885 | 636 | 2249 |
Profit Streak | 31.2096 | 31.2096 | 33.7096 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426303 | -338248 | 206464 | -581284 | -584715 | -307661 |
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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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