Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707406.1938 | 543130.7814 | 164275.4124 | -1080202.3931 | -227374.3391 | -852828.054 |
Total P&L (%) | 707.4062 | 543.1308 | 164.2754 | -1080.2024 | -227.3743 | -852.8281 |
Avg Daily Profit (%) | 0.378 | 0.2902 | 0.0878 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113248 | -50226 | -132837 | -1316295 | -617296 | -875155 |
Profit Factor | 1.6117 | 2.5412 | 1.2043 | 0.6874 | 0.8134 | 0.6187 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 110 | 60 | 50 | 106 | 57 | 49 |
Losing Trades | 110 | 50 | 60 | 114 | 53 | 61 |
Profitability (%) | 50 | 54.5455 | 45.4545 | 48.1818 | 51.8182 | 44.5455 |
Ratio Avg Win / Avg Loss | 1.6117 | 2.1177 | 1.4451 | 0.7393 | 0.7563 | 0.7702 |
Largest Winning Trade | 130892 | 130892 | 62849 | 209867 | 101132 | 209867 |
Largest Losing Trade | -113184 | -31409 | -113184 | -273907 | -184479 | -273907 |
Avg Bars in Trades | 49 | 36 | 61 | 49 | 36 | 61 |
Avg Bars in Winners | 66 | 43 | 93 | 40 | 33 | 49 |
Avg Bars in Losers | 31 | 27 | 35 | 57 | 40 | 71 |
Bars Traded | 10826 | 4029 | 6796 | 10826 | 4029 | 6796 |
Profit Streak | 40.7279 | 40.7279 | 92.0612 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546730 | 523071 | -76951 | -580333 | -580803 | -583160 |
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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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