Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298980.5868 | 123739.7097 | 175240.8771 | -2260176.2148 | 116881.1823 | -2377057.3971 |
Total P&L (%) | 298.9806 | 123.7397 | 175.2409 | -2260.1762 | 116.8812 | -2377.0574 |
Avg Daily Profit (%) | 0.1797 | 0.0744 | 0.1054 | 0 | 0.0466 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235491 | -57839 | -226331 | -4087322 | -1028637 | -4396583 |
Profit Factor | 1.3639 | 1.5482 | 1.2941 | 0.8308 | 1.0346 | 0.7619 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 112 | 52 | 60 | 66 | 36 | 30 |
Losing Trades | 62 | 35 | 27 | 108 | 51 | 57 |
Profitability (%) | 64.3678 | 59.7701 | 68.9655 | 37.931 | 41.3793 | 34.4828 |
Ratio Avg Win / Avg Loss | 0.755 | 1.042 | 0.5823 | 1.3595 | 1.4657 | 1.4476 |
Largest Winning Trade | 60739 | 51928 | 60739 | 2012937 | 474045 | 2012937 |
Largest Losing Trade | -226331 | -25904 | -226331 | -1377846 | -187194 | -1377846 |
Avg Bars in Trades | 28 | 11 | 44 | 28 | 11 | 44 |
Avg Bars in Winners | 22 | 9 | 33 | 33 | 13 | 56 |
Avg Bars in Losers | 37 | 14 | 68 | 24 | 10 | 38 |
Bars Traded | 4886 | 1008 | 3878 | 4886 | 1008 | 3878 |
Profit Streak | 65.0896 | 65.0896 | 67.0896 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388846 | -89820 | -50155 | -582615 | -316551 | -585467 |
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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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