Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342771.4914 | 77236.1012 | 265535.3901 | -197831.1083 | -59610.9593 | -138220.149 |
Total P&L (%) | 342.7715 | 77.2361 | 265.5354 | -197.8311 | -59.611 | -138.2201 |
Avg Daily Profit (%) | 0.2293 | 0.0517 | 0.1777 | 0 | -0.0606 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131752 | -30207 | -158720 | -1812822 | -386615 | -1801412 |
Profit Factor | 1.5533 | 1.5135 | 1.5661 | 0.9412 | 0.9277 | 0.9456 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 178 | 83 | 95 | 106 | 55 | 51 |
Losing Trades | 46 | 29 | 17 | 118 | 57 | 61 |
Profitability (%) | 79.4643 | 74.1071 | 84.8214 | 47.3214 | 49.1071 | 45.5357 |
Ratio Avg Win / Avg Loss | 0.4014 | 0.5288 | 0.2803 | 1.0478 | 0.9615 | 1.131 |
Largest Winning Trade | 27342 | 9174 | 27342 | 322931 | 105779 | 322931 |
Largest Losing Trade | -114312 | -19084 | -114312 | -1255857 | -247675 | -1255857 |
Avg Bars in Trades | 77 | 12 | 142 | 77 | 12 | 142 |
Avg Bars in Winners | 40 | 7 | 69 | 85 | 14 | 163 |
Avg Bars in Losers | 222 | 29 | 553 | 70 | 11 | 125 |
Bars Traded | 17419 | 1433 | 15986 | 17419 | 1433 | 15986 |
Profit Streak | 16.8352 | 70.7519 | 16.8352 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500290 | -120203 | 447283 | -578980 | -581103 | -581103 |
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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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