Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243973.7267 | 247781.6844 | -3807.9577 | 1152560.2688 | 639061.5647 | 513498.7041 |
Total P&L (%) | 243.9737 | 247.7817 | -3.808 | 1152.5603 | 639.0616 | 513.4987 |
Avg Daily Profit (%) | 0.1958 | 0.1989 | -0.0031 | 0.2031 | 0.1607 | 0.1457 |
Buy And Hold Return (%) | 11.1385 | 11.1385 | 11.1385 | 11.1385 | 11.1385 | 11.1385 |
Max Trade Drawdown | -196972 | -49955 | -217412 | -344583 | -319478 | -365576 |
Profit Factor | 1.4001 | 2.2848 | 0.9909 | 1.8022 | 2.0351 | 1.6268 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 162 | 78 | 84 | 148 | 72 | 76 |
Losing Trades | 21 | 13 | 8 | 35 | 19 | 16 |
Profitability (%) | 88.5246 | 85.7143 | 91.3043 | 80.8743 | 79.1209 | 82.6087 |
Ratio Avg Win / Avg Loss | 0.1815 | 0.3808 | 0.0944 | 0.4262 | 0.537 | 0.3425 |
Largest Winning Trade | 20396 | 20396 | 17804 | 163605 | 95320 | 163605 |
Largest Losing Trade | -143487 | -49955 | -143487 | -319478 | -319478 | -200996 |
Avg Bars in Trades | 38 | 44 | 33 | 38 | 44 | 33 |
Avg Bars in Winners | 18 | 19 | 17 | 25 | 28 | 22 |
Avg Bars in Losers | 194 | 192 | 198 | 95 | 105 | 84 |
Bars Traded | 7116 | 4040 | 3075 | 7116 | 4040 | 3075 |
Profit Streak | 6.0973 | 6.0973 | 37.264 | 6.0973 | 6.0973 | 37.264 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509497 | 514457 | -574193 | 547977 | 476253 | 284737 |
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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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