Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250741.4112 | 279848.1251 | -29106.7139 | 168397.1406 | 151631.9338 | 16765.2068 |
Total P&L (%) | 250.7414 | 279.8481 | -29.1067 | 168.3971 | 151.6319 | 16.7652 |
Avg Daily Profit (%) | 0.2017 | 0.2251 | -0.0234 | 0.0795 | 0.0743 | 0.0125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163225 | -65683 | -212937 | -280359 | -108627 | -259369 |
Profit Factor | 1.3108 | 2.1068 | 0.9475 | 1.1938 | 1.5266 | 1.0289 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 131 | 63 | 68 | 117 | 55 | 62 |
Losing Trades | 53 | 29 | 24 | 67 | 37 | 30 |
Profitability (%) | 71.1957 | 68.4783 | 73.913 | 63.587 | 59.7826 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.5303 | 0.9698 | 0.3344 | 0.6836 | 1.027 | 0.4978 |
Largest Winning Trade | 27200 | 27200 | 21300 | 156513 | 31712 | 156513 |
Largest Losing Trade | -140277 | -37516 | -140277 | -208032 | -75457 | -208032 |
Avg Bars in Trades | 78 | 78 | 77 | 78 | 78 | 77 |
Avg Bars in Winners | 52 | 48 | 56 | 61 | 61 | 60 |
Avg Bars in Losers | 140 | 143 | 136 | 107 | 104 | 111 |
Bars Traded | 14360 | 7251 | 7109 | 14360 | 7251 | 7109 |
Profit Streak | 0 | 0 | 45.2117 | 0 | 0 | 45.2117 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353874 | 411441 | -576289 | -93172 | -91362 | -372037 |
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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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