Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329286.9648 | 124342.0602 | 204944.9045 | -780470.2754 | -87649.3827 | -692820.8926 |
Total P&L (%) | 329.287 | 124.3421 | 204.9449 | -780.4703 | -87.6494 | -692.8209 |
Avg Daily Profit (%) | 0.222 | 0.0838 | 0.1382 | 0 | -0.1409 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197207 | -84410 | -168686 | -1600729 | -512127 | -1212469 |
Profit Factor | 1.437 | 1.3193 | 1.563 | 0.7586 | 0.9402 | 0.6079 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 65 | 30 | 35 | 53 | 24 | 29 |
Losing Trades | 49 | 27 | 22 | 61 | 33 | 28 |
Profitability (%) | 57.0175 | 52.6316 | 61.4035 | 46.4912 | 42.1053 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.0833 | 1.1874 | 0.9824 | 0.8731 | 1.2928 | 0.5869 |
Largest Winning Trade | 76507 | 76507 | 49464 | 257490 | 257490 | 236913 |
Largest Losing Trade | -142146 | -31796 | -142146 | -506988 | -253076 | -506988 |
Avg Bars in Trades | 37 | 33 | 42 | 37 | 33 | 42 |
Avg Bars in Winners | 37 | 24 | 47 | 38 | 38 | 37 |
Avg Bars in Losers | 38 | 42 | 33 | 37 | 29 | 47 |
Bars Traded | 4312 | 1893 | 2419 | 4312 | 1893 | 2419 |
Profit Streak | 22.7178 | 28.7178 | 22.7178 | 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 | 395383 | -260010 | -186591 | -581839 | -762236 | -760719 |
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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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