Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604208.8084 | 469149.1395 | 135059.6689 | 856063.0396 | 2886283.6437 | -2030220.604 |
Total P&L (%) | 604.2088 | 469.1491 | 135.0597 | 856.063 | 2886.2836 | -2030.2206 |
Avg Daily Profit (%) | 0.3734 | 0.29 | 0.0835 | 0.1396 | 0.2101 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207408 | -186758 | -108916 | -11886706 | -6789482 | -9626669 |
Profit Factor | 1.563 | 1.8755 | 1.2514 | 1.0258 | 1.1966 | 0.8906 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 89 | 39 | 50 | 89 | 39 | 50 |
Losing Trades | 113 | 62 | 51 | 113 | 62 | 51 |
Profitability (%) | 44.0594 | 38.6139 | 49.505 | 44.0594 | 38.6139 | 49.505 |
Ratio Avg Win / Avg Loss | 1.9845 | 2.9816 | 1.2764 | 1.3024 | 1.9023 | 0.9084 |
Largest Winning Trade | 224259 | 224259 | 44058 | 2076415 | 2076415 | 1988997 |
Largest Losing Trade | -29158 | -29158 | -23397 | -2521769 | -1543556 | -2521769 |
Avg Bars in Trades | 94 | 100 | 88 | 94 | 100 | 88 |
Avg Bars in Winners | 125 | 139 | 115 | 125 | 139 | 115 |
Avg Bars in Losers | 70 | 76 | 62 | 70 | 76 | 62 |
Bars Traded | 19118 | 10177 | 8941 | 19118 | 10177 | 8941 |
Profit Streak | 504.188 | 510.3547 | 504.188 | 504.188 | 510.3547 | 504.188 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433077 | 281561 | -81615 | -198706 | 29273 | -580671 |
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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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