Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676088.4799 | 506727.9345 | 169360.5454 | 3720211.7282 | -1977375.2097 | 5697586.9379 |
Total P&L (%) | 676.0885 | 506.7279 | 169.3605 | 3720.2117 | -1977.3752 | 5697.5869 |
Avg Daily Profit (%) | 0.342 | 0.2563 | 0.0857 | 0.1845 | 0 | 0.2056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110127 | -78723 | -100770 | -10827285 | -7070366 | -7454546 |
Profit Factor | 1.7866 | 2.2567 | 1.3712 | 1.1267 | 0.8667 | 1.3923 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 112 | 53 | 59 | 112 | 53 | 59 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 50.9091 | 48.1818 | 53.6364 | 50.9091 | 48.1818 | 53.6364 |
Ratio Avg Win / Avg Loss | 1.7228 | 2.4271 | 1.1853 | 1.0865 | 0.9321 | 1.2035 |
Largest Winning Trade | 145122 | 145122 | 58877 | 2631116 | 1867362 | 2631116 |
Largest Losing Trade | -43706 | -28614 | -43706 | -5403138 | -1805913 | -5403138 |
Avg Bars in Trades | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Winners | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 7628 | 3381 | 4247 | 7628 | 3381 | 4247 |
Profit Streak | 510.7968 | 510.7968 | 511.5468 | 510.7968 | 510.7968 | 511.5468 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 535295 | 447500 | -77258 | -70981 | -581162 | 342983 |
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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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