Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508184.9808 | 425226.3912 | 82958.5896 | 23677535.5167 | 9396094.5229 | 14281440.9939 |
Total P&L (%) | 508.185 | 425.2264 | 82.9586 | 23677.5355 | 9396.0945 | 14281.441 |
Avg Daily Profit (%) | 0.2351 | 0.1967 | 0.0384 | 0.2534 | 0.2109 | 0.2301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -316552 | -53557 | -350668 | -2407646 | -2001826 | -1619494 |
Profit Factor | 1.5182 | 2.5044 | 1.1189 | 2.7247 | 2.3447 | 3.1187 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 106 | 52 | 54 | 96 | 46 | 50 |
Losing Trades | 69 | 35 | 34 | 79 | 41 | 38 |
Profitability (%) | 60.5714 | 59.7701 | 61.3636 | 54.8571 | 52.8736 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.9883 | 1.6857 | 0.7045 | 2.2422 | 2.0899 | 2.3702 |
Largest Winning Trade | 60464 | 60464 | 53908 | 2473484 | 2473484 | 2462719 |
Largest Losing Trade | -280412 | -46874 | -280412 | -1249996 | -1249996 | -872180 |
Avg Bars in Trades | 47 | 45 | 50 | 47 | 45 | 50 |
Avg Bars in Winners | 47 | 45 | 50 | 49 | 47 | 51 |
Avg Bars in Losers | 48 | 46 | 50 | 45 | 43 | 47 |
Bars Traded | 8375 | 3966 | 4409 | 8375 | 3966 | 4409 |
Profit Streak | 14.7875 | 0 | 16.2875 | 14.7875 | 0 | 16.2875 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394694 | 479217 | -231080 | 569800 | 455293 | 554212 |
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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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