Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198051.6728 | 225743.0533 | -27691.3805 | -730585.4882 | -217205.5223 | -513379.9659 |
Total P&L (%) | 198.0517 | 225.7431 | -27.6914 | -730.5855 | -217.2055 | -513.38 |
Avg Daily Profit (%) | 0.1581 | 0.1802 | -0.0221 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221088 | -56714 | -213741 | -1000369 | -530800 | -545047 |
Profit Factor | 1.2768 | 1.8878 | 0.94 | 0.7112 | 0.8089 | 0.6314 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 95 | 46 | 49 | 40 | 23 | 17 |
Losing Trades | 41 | 22 | 19 | 96 | 45 | 51 |
Profitability (%) | 69.8529 | 67.6471 | 72.0588 | 29.4118 | 33.8235 | 25 |
Ratio Avg Win / Avg Loss | 0.551 | 0.9029 | 0.3645 | 1.7068 | 1.5826 | 1.8943 |
Largest Winning Trade | 38097 | 38097 | 21824 | 278102 | 278102 | 223919 |
Largest Losing Trade | -185343 | -44221 | -185343 | -255859 | -112794 | -255859 |
Avg Bars in Trades | 26 | 31 | 21 | 26 | 31 | 21 |
Avg Bars in Winners | 18 | 21 | 15 | 43 | 50 | 34 |
Avg Bars in Losers | 45 | 52 | 37 | 19 | 21 | 17 |
Bars Traded | 3576 | 2123 | 1453 | 3576 | 2123 | 1453 |
Profit Streak | 0 | 0 | 46.6242 | 3.6242 | 10.2908 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314999 | -98634 | -685402 | -588299 | -693092 | -716995 |
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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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