Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336813.087 | 110703.6663 | 226109.4207 | -443666.1942 | -461439.9497 | 17773.7555 |
Total P&L (%) | 336.8131 | 110.7037 | 226.1094 | -443.6662 | -461.44 | 17.7738 |
Avg Daily Profit (%) | 0.2257 | 0.0742 | 0.1515 | 0 | 0 | 0.011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235716 | -127807 | -174505 | -851821 | -509838 | -384071 |
Profit Factor | 1.3794 | 1.2548 | 1.4988 | 0.6865 | 0.4237 | 1.0289 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 115 | 51 | 64 | 85 | 41 | 44 |
Losing Trades | 89 | 51 | 38 | 119 | 61 | 58 |
Profitability (%) | 56.3725 | 50 | 62.7451 | 41.6667 | 40.1961 | 43.1373 |
Ratio Avg Win / Avg Loss | 1.0675 | 1.2548 | 0.8899 | 0.9611 | 0.6304 | 1.3563 |
Largest Winning Trade | 47180 | 47180 | 35640 | 97260 | 49212 | 97260 |
Largest Losing Trade | -127726 | -36117 | -127726 | -163750 | -163750 | -123422 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 24 | 22 | 25 | 31 | 31 | 31 |
Avg Bars in Losers | 33 | 34 | 33 | 26 | 26 | 26 |
Bars Traded | 5834 | 2918 | 2916 | 5834 | 2918 | 2916 |
Profit Streak | 70.1779 | 116.9279 | 70.1779 | 0 | 0 | 0 |
Trades During Streak | 6 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436100 | -92717 | 355102 | -582673 | -584595 | -377939 |
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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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