Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305035.291 | 184059.7029 | 120975.5882 | -1783090.5843 | 165079.7893 | -1948170.3736 |
Total P&L (%) | 305.0353 | 184.0597 | 120.9756 | -1783.0906 | 165.0798 | -1948.1704 |
Avg Daily Profit (%) | 0.191 | 0.1152 | 0.0757 | 0 | 0.061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229873 | -68654 | -243148 | -5619838 | -2497474 | -4704652 |
Profit Factor | 1.4171 | 1.59 | 1.2884 | 0.8832 | 1.0258 | 0.7805 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 129 | 62 | 67 | 70 | 37 | 33 |
Losing Trades | 30 | 18 | 12 | 89 | 43 | 46 |
Profitability (%) | 81.1321 | 77.5 | 84.8101 | 44.0252 | 46.25 | 41.7722 |
Ratio Avg Win / Avg Loss | 0.3295 | 0.4616 | 0.2308 | 1.1229 | 1.1922 | 1.088 |
Largest Winning Trade | 51823 | 51823 | 34991 | 1481815 | 1316143 | 1481815 |
Largest Losing Trade | -185975 | -46983 | -185975 | -3180128 | -566306 | -3180128 |
Avg Bars in Trades | 27 | 25 | 30 | 27 | 25 | 30 |
Avg Bars in Winners | 16 | 12 | 19 | 38 | 34 | 43 |
Avg Bars in Losers | 78 | 69 | 93 | 19 | 16 | 21 |
Bars Traded | 4448 | 2010 | 2438 | 4448 | 2010 | 2438 |
Profit Streak | 35.8495 | 35.8495 | 122.8495 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490701 | -52876 | -114278 | -580324 | -324148 | -609269 |
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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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