Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756188.0893 | 561671.1688 | 194516.9205 | 2326388.481 | -381497.8072 | 2707886.2882 |
Total P&L (%) | 756.1881 | 561.6712 | 194.5169 | 2326.3885 | -381.4978 | 2707.8863 |
Avg Daily Profit (%) | 0.363 | 0.2696 | 0.0934 | 0.1532 | 0 | 0.1602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96297 | -85174 | -161852 | -1954125 | -2333583 | -513784 |
Profit Factor | 1.7954 | 2.1965 | 1.4042 | 1.2945 | 0.9188 | 1.8461 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 80 | 33 | 47 | 80 | 33 | 47 |
Losing Trades | 110 | 62 | 48 | 110 | 62 | 48 |
Profitability (%) | 42.1053 | 34.7368 | 49.4737 | 42.1053 | 34.7368 | 49.4737 |
Ratio Avg Win / Avg Loss | 2.4687 | 4.1268 | 1.4341 | 1.7799 | 1.7263 | 1.8854 |
Largest Winning Trade | 261625 | 261625 | 56149 | 1269626 | 1269626 | 963910 |
Largest Losing Trade | -42743 | -22894 | -42743 | -503719 | -503719 | -275526 |
Avg Bars in Trades | 130 | 109 | 151 | 130 | 109 | 151 |
Avg Bars in Winners | 212 | 197 | 223 | 212 | 197 | 223 |
Avg Bars in Losers | 70 | 62 | 80 | 70 | 62 | 80 |
Bars Traded | 24750 | 10405 | 14345 | 24750 | 10405 | 14345 |
Profit Streak | 5.2016 | 5.2016 | 33.785 | 5.2016 | 5.2016 | 33.785 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429923 | 262390 | -66653 | 284585 | -583523 | 437118 |
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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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