Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242569.9246 | 258273.2305 | -15703.3059 | 2287324.458 | 1097463.1621 | 1189861.2959 |
Total P&L (%) | 242.5699 | 258.2732 | -15.7033 | 2287.3245 | 1097.4632 | 1189.8613 |
Avg Daily Profit (%) | 0.1938 | 0.2064 | -0.0125 | 0.2538 | 0.1986 | 0.2045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215678 | -47954 | -235151 | -828052 | -828052 | -623031 |
Profit Factor | 1.3692 | 2.4161 | 0.9669 | 1.7531 | 1.8002 | 1.7143 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 146 | 70 | 76 | 132 | 65 | 67 |
Losing Trades | 29 | 17 | 12 | 43 | 22 | 21 |
Profitability (%) | 83.4286 | 80.4598 | 86.3636 | 75.4286 | 74.7126 | 76.1364 |
Ratio Avg Win / Avg Loss | 0.272 | 0.5868 | 0.1527 | 0.5711 | 0.6093 | 0.5373 |
Largest Winning Trade | 21875 | 21875 | 21180 | 314824 | 221629 | 314824 |
Largest Losing Trade | -176350 | -47954 | -176350 | -828052 | -828052 | -440114 |
Avg Bars in Trades | 13 | 15 | 11 | 13 | 15 | 11 |
Avg Bars in Winners | 6 | 6 | 6 | 8 | 9 | 8 |
Avg Bars in Losers | 49 | 51 | 47 | 28 | 33 | 23 |
Bars Traded | 2378 | 1348 | 1030 | 2378 | 1348 | 1030 |
Profit Streak | 43.4138 | 93.9138 | 43.4138 | 43.4138 | 93.9138 | 43.4138 |
Trades During Streak | 12 | 7 | 6 | 12 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497839 | 546970 | -574464 | 549388 | 490504 | 494709 |
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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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