Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243189.1882 | 260367.9711 | -17178.7829 | 2294292.3967 | 1102448.831 | 1191843.5658 |
Total P&L (%) | 243.1892 | 260.368 | -17.1788 | 2294.2924 | 1102.4488 | 1191.8436 |
Avg Daily Profit (%) | 0.1946 | 0.2083 | -0.0137 | 0.2544 | 0.1992 | 0.2049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215678 | -47954 | -235151 | -830468 | -830468 | -624849 |
Profit Factor | 1.3701 | 2.4276 | 0.9638 | 1.7532 | 1.8015 | 1.7134 |
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 | 0.2721 | 0.5896 | 0.1522 | 0.5711 | 0.6098 | 0.537 |
Largest Winning Trade | 23970 | 23970 | 21180 | 315743 | 222276 | 315743 |
Largest Losing Trade | -176350 | -47954 | -176350 | -830468 | -830468 | -441398 |
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 | 2379 | 1347 | 1032 | 2379 | 1347 | 1032 |
Profit Streak | 41.9233 | 92.4233 | 41.9233 | 41.9233 | 92.4233 | 41.9233 |
Trades During Streak | 12 | 7 | 6 | 12 | 7 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498352 | 548455 | -574465 | 549641 | 490865 | 494719 |
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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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