Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191612.2688 | 230288.0528 | -38675.784 | 1039523.7689 | 540722.3228 | 498801.446 |
Total P&L (%) | 191.6123 | 230.2881 | -38.6758 | 1039.5238 | 540.7223 | 498.8014 |
Avg Daily Profit (%) | 0.1537 | 0.1848 | -0.031 | 0.1954 | 0.1491 | 0.1437 |
Buy And Hold Return (%) | 19.5205 | 19.5205 | 19.5205 | 19.5205 | 19.5205 | 19.5205 |
Max Trade Drawdown | -194419 | -51575 | -229086 | -444913 | -443085 | -344024 |
Profit Factor | 1.2972 | 2.2374 | 0.9157 | 1.5489 | 1.6451 | 1.4725 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 144 | 69 | 75 | 128 | 62 | 66 |
Losing Trades | 27 | 16 | 11 | 43 | 23 | 20 |
Profitability (%) | 84.2105 | 81.1765 | 87.2093 | 74.8538 | 72.9412 | 76.7442 |
Ratio Avg Win / Avg Loss | 0.2432 | 0.5188 | 0.1343 | 0.5203 | 0.6103 | 0.4462 |
Largest Winning Trade | 21180 | 19530 | 21180 | 240711 | 91120 | 240711 |
Largest Losing Trade | -165322 | -51575 | -165322 | -443085 | -443085 | -226846 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 10 | 11 | 9 | 14 | 15 | 12 |
Avg Bars in Losers | 77 | 79 | 73 | 40 | 45 | 33 |
Bars Traded | 3557 | 2037 | 1520 | 3557 | 2037 | 1520 |
Profit Streak | 38.1285 | 88.7951 | 38.1285 | 38.1285 | 88.7951 | 38.1285 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470253 | 529021 | -574420 | 504687 | 413975 | 126279 |
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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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