Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506101.3493 | 297832.1959 | 208269.1534 | 900308.5442 | -1915976.5695 | 2816285.1137 |
Total P&L (%) | 506.1013 | 297.8322 | 208.2692 | 900.3085 | -1915.9766 | 2816.2851 |
Avg Daily Profit (%) | 0.2651 | 0.156 | 0.1091 | 0.1207 | 0 | 0.1768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175041 | -153158 | -73470 | -7050453 | -6402446 | -2201874 |
Profit Factor | 1.4979 | 1.5261 | 1.4624 | 1.0332 | 0.8915 | 1.2981 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 62.7451 | 61.7647 | 63.7255 | 62.7451 | 61.7647 | 63.7255 |
Ratio Avg Win / Avg Loss | 0.8894 | 0.9448 | 0.8324 | 0.6135 | 0.5519 | 0.7389 |
Largest Winning Trade | 40768 | 40768 | 34523 | 1284441 | 1284441 | 955300 |
Largest Losing Trade | -49541 | -43046 | -49541 | -2822241 | -2822241 | -2045439 |
Avg Bars in Trades | 27 | 33 | 21 | 27 | 33 | 21 |
Avg Bars in Winners | 14 | 12 | 16 | 14 | 12 | 16 |
Avg Bars in Losers | 49 | 67 | 29 | 49 | 67 | 29 |
Bars Traded | 5603 | 3451 | 2152 | 5603 | 3451 | 2152 |
Profit Streak | 3.388 | 53.388 | 3.388 | 3.388 | 53.388 | 3.388 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392018 | 355880 | -46940 | -214434 | -577936 | 260502 |
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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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