Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315181.2984 | 71197.6663 | 243983.632 | -173427.6697 | -132817.9613 | -40609.7084 |
Total P&L (%) | 315.1813 | 71.1977 | 243.9836 | -173.4277 | -132.818 | -40.6097 |
Avg Daily Profit (%) | 0.2112 | 0.0477 | 0.1635 | 0 | 0 | -0.0349 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176585 | -37060 | -165589 | -1383636 | -288264 | -1198300 |
Profit Factor | 1.6146 | 1.4713 | 1.6744 | 0.9224 | 0.7853 | 0.9749 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 96 | 42 | 54 | 63 | 32 | 31 |
Losing Trades | 43 | 28 | 15 | 76 | 38 | 38 |
Profitability (%) | 69.0647 | 60 | 78.2609 | 45.3237 | 45.7143 | 44.9275 |
Ratio Avg Win / Avg Loss | 0.7232 | 0.9809 | 0.4651 | 1.1127 | 0.9326 | 1.195 |
Largest Winning Trade | 30052 | 14415 | 30052 | 302162 | 89864 | 302162 |
Largest Losing Trade | -104792 | -20110 | -104792 | -640819 | -186344 | -640819 |
Avg Bars in Trades | 123 | 44 | 203 | 123 | 44 | 203 |
Avg Bars in Winners | 77 | 29 | 114 | 124 | 43 | 207 |
Avg Bars in Losers | 226 | 65 | 526 | 122 | 44 | 200 |
Bars Traded | 17165 | 3096 | 14069 | 17165 | 3096 | 14069 |
Profit Streak | 13.5437 | 117.3771 | 0 | 0 | 0 | 110.2937 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411721 | -221258 | -90313 | -580561 | -676902 | -682084 |
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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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