Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464133.4377 | 140999.1983 | 323134.2393 | -11001994.9021 | -1872648.3045 | -9129346.5976 |
Total P&L (%) | 464.1334 | 140.9992 | 323.1342 | -11001.9949 | -1872.6483 | -9129.3466 |
Avg Daily Profit (%) | 0.2785 | 0.0846 | 0.1939 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158701 | -49974 | -158378 | -11572240 | -2858833 | -9370768 |
Profit Factor | 2.0044 | 1.9127 | 2.0504 | 0.3367 | 0.5947 | 0.2372 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 161 | 73 | 88 | 40 | 26 | 14 |
Losing Trades | 30 | 23 | 7 | 151 | 70 | 81 |
Profitability (%) | 84.2932 | 76.0417 | 92.6316 | 20.9424 | 27.0833 | 14.7368 |
Ratio Avg Win / Avg Loss | 0.3735 | 0.6026 | 0.1631 | 1.2712 | 1.601 | 1.3723 |
Largest Winning Trade | 26017 | 16394 | 26017 | 1119304 | 421649 | 1119304 |
Largest Losing Trade | -158378 | -34303 | -158378 | -1287578 | -401836 | -1287578 |
Avg Bars in Trades | 25 | 10 | 40 | 25 | 10 | 40 |
Avg Bars in Winners | 16 | 5 | 26 | 51 | 25 | 99 |
Avg Bars in Losers | 71 | 29 | 210 | 18 | 5 | 30 |
Bars Traded | 4879 | 1043 | 3836 | 4879 | 1043 | 3836 |
Profit Streak | 6.6651 | 6.6651 | 290.6651 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 23 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 588519 | -74808 | 557633 | -625531 | -598653 | -654460 |
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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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