Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 615859.9125 | 516122.1149 | 99737.7977 | 911108.5351 | -309342.8316 | 1220451.3667 |
Total P&L (%) | 615.8599 | 516.1221 | 99.7378 | 911.1085 | -309.3428 | 1220.4514 |
Avg Daily Profit (%) | 0.3215 | 0.2695 | 0.0521 | 0.1209 | 0 | 0.1348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153145 | -121874 | -87714 | -2443615 | -2410563 | -1032384 |
Profit Factor | 1.8362 | 2.3771 | 1.2757 | 1.0904 | 0.9445 | 1.2714 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
Profitability (%) | 45.3333 | 42.6667 | 48 | 45.3333 | 42.6667 | 48 |
Ratio Avg Win / Avg Loss | 2.2143 | 3.1943 | 1.3821 | 1.3149 | 1.2692 | 1.3773 |
Largest Winning Trade | 267396 | 267396 | 63559 | 1054200 | 537033 | 1054200 |
Largest Losing Trade | -40649 | -29577 | -40649 | -714364 | -714364 | -581536 |
Avg Bars in Trades | 73 | 59 | 87 | 73 | 59 | 87 |
Avg Bars in Winners | 102 | 74 | 126 | 102 | 74 | 126 |
Avg Bars in Losers | 50 | 49 | 51 | 50 | 49 | 51 |
Bars Traded | 11074 | 4493 | 6581 | 11074 | 4493 | 6581 |
Profit Streak | 35.6653 | 35.6653 | 37.8319 | 35.6653 | 35.6653 | 37.8319 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450834 | -46107 | -180630 | -152332 | -638378 | -69907 |
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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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