Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507924.303 | 329220.4288 | 178703.8742 | 662113.8524 | -1219133.0307 | 1881246.8831 |
Total P&L (%) | 507.9243 | 329.2204 | 178.7039 | 662.1139 | -1219.133 | 1881.2469 |
Avg Daily Profit (%) | 0.2669 | 0.173 | 0.0939 | 0.1068 | 0 | 0.157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176199 | -173063 | -34842 | -3457228 | -4068006 | -322444 |
Profit Factor | 1.6492 | 1.5064 | 2.3516 | 1.0589 | 0.8782 | 2.5255 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 170 | 80 | 90 | 170 | 80 | 90 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 77.2727 | 72.7273 | 81.8182 | 77.2727 | 72.7273 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.4851 | 0.5649 | 0.5226 | 0.3114 | 0.3293 | 0.5612 |
Largest Winning Trade | 70240 | 70240 | 12667 | 839860 | 839860 | 224868 |
Largest Losing Trade | -77855 | -77855 | -23387 | -2316132 | -2316132 | -322444 |
Avg Bars in Trades | 50 | 96 | 5 | 50 | 96 | 5 |
Avg Bars in Winners | 18 | 35 | 3 | 18 | 35 | 3 |
Avg Bars in Losers | 159 | 257 | 12 | 159 | 257 | 12 |
Bars Traded | 11156 | 10599 | 557 | 11156 | 10599 | 557 |
Profit Streak | 48.8413 | 48.8413 | 77.5079 | 48.8413 | 48.8413 | 77.5079 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546888 | 396748 | -60082 | -201201 | -576825 | 559171 |
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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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