Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738834.1844 | 462432.8214 | 276401.363 | 3163130.4634 | 64441.2519 | 3098689.2116 |
Total P&L (%) | 738.8342 | 462.4328 | 276.4014 | 3163.1305 | 64.4413 | 3098.6892 |
Avg Daily Profit (%) | 0.4057 | 0.2539 | 0.1518 | 0.1916 | 0.0273 | 0.1905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81489 | -102049 | -42029 | -1660842 | -2295483 | -651363 |
Profit Factor | 2.006 | 2.0231 | 1.9787 | 1.252 | 1.0082 | 1.6625 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 63 | 23 | 40 | 63 | 23 | 40 |
Losing Trades | 128 | 72 | 56 | 128 | 72 | 56 |
Profitability (%) | 32.9843 | 24.2105 | 41.6667 | 32.9843 | 24.2105 | 41.6667 |
Ratio Avg Win / Avg Loss | 4.0757 | 6.3331 | 2.7701 | 2.5437 | 3.1561 | 2.3275 |
Largest Winning Trade | 277926 | 277926 | 63696 | 1716439 | 1716439 | 1102068 |
Largest Losing Trade | -30711 | -30711 | -16870 | -790661 | -790661 | -300509 |
Avg Bars in Trades | 36 | 39 | 34 | 36 | 39 | 34 |
Avg Bars in Winners | 65 | 75 | 59 | 65 | 75 | 59 |
Avg Bars in Losers | 22 | 27 | 16 | 22 | 27 | 16 |
Bars Traded | 7021 | 3732 | 3289 | 7021 | 3732 | 3289 |
Profit Streak | 46.7918 | 46.7918 | 48.7918 | 46.7918 | 46.7918 | 48.7918 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338723 | -21109 | 303086 | 168062 | -400205 | 308026 |
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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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