Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226512.5426 | 66472.5907 | 160039.9519 | -314538.1078 | -78901.6087 | -235636.4991 |
Total P&L (%) | 226.5125 | 66.4726 | 160.04 | -314.5381 | -78.9016 | -235.6365 |
Avg Daily Profit (%) | 0.2187 | 0.0642 | 0.1545 | 0 | -0.1501 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137651 | -61894 | -124203 | -1032363 | -420739 | -811143 |
Profit Factor | 1.4593 | 1.2793 | 1.6273 | 0.8456 | 0.8968 | 0.8149 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 101 | 49 | 52 | 93 | 45 | 48 |
Losing Trades | 23 | 13 | 10 | 31 | 17 | 14 |
Profitability (%) | 81.4516 | 79.0323 | 83.871 | 75 | 72.5806 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.3323 | 0.3394 | 0.3129 | 0.2819 | 0.3388 | 0.2377 |
Largest Winning Trade | 61328 | 19196 | 61328 | 257096 | 64959 | 257096 |
Largest Losing Trade | -122747 | -53331 | -122747 | -770249 | -346745 | -770249 |
Avg Bars in Trades | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Winners | 13 | 7 | 17 | 15 | 13 | 17 |
Avg Bars in Losers | 68 | 74 | 60 | 46 | 44 | 48 |
Bars Traded | 2891 | 1359 | 1532 | 2891 | 1359 | 1532 |
Profit Streak | 6.3121 | 6.3121 | 54.9788 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492002 | -258620 | -141118 | -576652 | -731753 | -731126 |
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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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