Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284929.4617 | 50614.8401 | 234314.6215 | -199711.5951 | -302848.3367 | 103136.7416 |
Total P&L (%) | 284.9295 | 50.6148 | 234.3146 | -199.7116 | -302.8483 | 103.1367 |
Avg Daily Profit (%) | 0.1918 | 0.0341 | 0.1577 | 0 | 0 | 0.0477 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191040 | -58923 | -181293 | -1284526 | -541645 | -1037224 |
Profit Factor | 1.5277 | 1.3198 | 1.6139 | 0.8955 | 0.5279 | 1.0813 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 99 | 43 | 56 | 60 | 31 | 29 |
Losing Trades | 34 | 24 | 10 | 73 | 36 | 37 |
Profitability (%) | 74.4361 | 64.1791 | 84.8485 | 45.1128 | 46.2687 | 43.9394 |
Ratio Avg Win / Avg Loss | 0.5247 | 0.7366 | 0.2882 | 1.0895 | 0.6131 | 1.3795 |
Largest Winning Trade | 38435 | 21951 | 38435 | 280604 | 96810 | 280604 |
Largest Losing Trade | -112165 | -24309 | -112165 | -734080 | -271293 | -734080 |
Avg Bars in Trades | 21 | 4 | 39 | 21 | 4 | 39 |
Avg Bars in Winners | 15 | 2 | 25 | 22 | 4 | 41 |
Avg Bars in Losers | 38 | 7 | 115 | 20 | 3 | 37 |
Bars Traded | 2878 | 295 | 2583 | 2878 | 295 | 2583 |
Profit Streak | 7.3535 | 60.8535 | 0 | 0 | 0 | 103.8535 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436166 | -264134 | -112282 | -580381 | -698909 | -386177 |
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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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