Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202229.6584 | 245537.1858 | -43307.5274 | 2116383.4117 | 213339.1936 | 1903044.2181 |
Total P&L (%) | 202.2297 | 245.5372 | -43.3075 | 2116.3834 | 213.3392 | 1903.0442 |
Avg Daily Profit (%) | 0.1371 | 0.1664 | -0.0294 | 0.2102 | 0.0774 | 0.2034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242616 | -95753 | -211867 | -3102736 | -3610800 | -2637215 |
Profit Factor | 1.1753 | 1.5218 | 0.9366 | 1.1114 | 1.0201 | 1.2266 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 92 | 38 | 54 | 90 | 44 | 46 |
Losing Trades | 82 | 49 | 33 | 84 | 43 | 41 |
Profitability (%) | 52.8736 | 43.6782 | 62.069 | 51.7241 | 50.5747 | 52.8736 |
Ratio Avg Win / Avg Loss | 1.0475 | 1.9623 | 0.5724 | 1.0373 | 0.9969 | 1.0933 |
Largest Winning Trade | 172927 | 172927 | 54512 | 2885187 | 2583377 | 2885187 |
Largest Losing Trade | -211867 | -30532 | -211867 | -1440564 | -1117474 | -1440564 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 24 | 23 | 24 | 24 | 25 | 23 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 22 | 27 |
Bars Traded | 4262 | 2076 | 2186 | 4262 | 2076 | 2186 |
Profit Streak | 29.5703 | 32.5703 | 29.5703 | 29.5703 | 32.5703 | 29.5703 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35221 | 285225 | -578439 | -87495 | -289051 | 308556 |
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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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