Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598621.4521 | 345873.4534 | 252747.9987 | 2286777.8337 | -25108.2336 | 2311886.0674 |
Total P&L (%) | 598.6215 | 345.8735 | 252.748 | 2286.7778 | -25.1082 | 2311.8861 |
Avg Daily Profit (%) | 0.3293 | 0.1903 | 0.139 | 0.1747 | -0.0159 | 0.1753 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160177 | -122352 | -85257 | -13633822 | -11963185 | -8200973 |
Profit Factor | 1.7935 | 1.8526 | 1.7248 | 1.0434 | 0.9992 | 1.1004 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 49.7561 | 48.5437 | 50.9804 | 49.7561 | 48.5437 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.8111 | 1.9638 | 1.6584 | 1.0537 | 1.0591 | 1.0581 |
Largest Winning Trade | 116571 | 116571 | 72136 | 4537648 | 4537648 | 2687567 |
Largest Losing Trade | -44935 | -25921 | -44935 | -3732226 | -3732226 | -2687570 |
Avg Bars in Trades | 34 | 21 | 48 | 34 | 21 | 48 |
Avg Bars in Winners | 46 | 21 | 70 | 46 | 21 | 70 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 7079 | 2164 | 4915 | 7079 | 2164 | 4915 |
Profit Streak | 2.9399 | 14.1899 | 0 | 2.9399 | 14.1899 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443462 | 398879 | -4300 | -165141 | -579085 | -102439 |
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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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