Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423916.6871 | 132155.5339 | 291761.1532 | -1336399.5036 | -410243.3823 | -926156.1212 |
Total P&L (%) | 423.9167 | 132.1555 | 291.7612 | -1336.3995 | -410.2434 | -926.1561 |
Avg Daily Profit (%) | 0.2837 | 0.0884 | 0.1952 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160327 | -80379 | -138004 | -1417779 | -495614 | -1028103 |
Profit Factor | 1.5359 | 1.3629 | 1.6835 | 0.4663 | 0.5826 | 0.3912 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 93 | 43 | 50 | 73 | 37 | 36 |
Losing Trades | 61 | 34 | 27 | 81 | 40 | 41 |
Profitability (%) | 60.3896 | 55.8442 | 64.9351 | 47.4026 | 48.0519 | 46.7532 |
Ratio Avg Win / Avg Loss | 1.0074 | 1.0776 | 0.9091 | 0.5174 | 0.6298 | 0.4456 |
Largest Winning Trade | 47225 | 41216 | 47225 | 85569 | 85569 | 60996 |
Largest Losing Trade | -133763 | -40119 | -133763 | -372062 | -182926 | -372062 |
Avg Bars in Trades | 28 | 26 | 30 | 28 | 26 | 30 |
Avg Bars in Winners | 24 | 22 | 26 | 27 | 24 | 30 |
Avg Bars in Losers | 34 | 32 | 37 | 29 | 29 | 29 |
Bars Traded | 4376 | 2061 | 2315 | 4376 | 2061 | 2315 |
Profit Streak | 4.6768 | 0 | 9.0101 | 0 | 13.3435 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457424 | -115065 | -31084 | -580703 | -622611 | -623998 |
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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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