Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389188.6268 | 246052.1446 | 143136.4822 | 1647534.9152 | 1428829.5734 | 218705.3418 |
Total P&L (%) | 389.1886 | 246.0521 | 143.1365 | 1647.5349 | 1428.8296 | 218.7053 |
Avg Daily Profit (%) | 0.3736 | 0.2362 | 0.1374 | 0.275 | 0.2621 | 0.1113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65938 | -53246 | -51626 | -1292234 | -464704 | -911792 |
Profit Factor | 1.8877 | 2.1528 | 1.6362 | 1.5987 | 2.1623 | 1.1437 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 41.954 | 37.931 | 45.977 | 41.954 | 37.931 | 45.977 |
Ratio Avg Win / Avg Loss | 2.6118 | 3.5228 | 1.9226 | 2.2119 | 3.5383 | 1.3438 |
Largest Winning Trade | 54394 | 54394 | 37868 | 661546 | 661546 | 398207 |
Largest Losing Trade | -14858 | -14858 | -12787 | -211404 | -165631 | -211404 |
Avg Bars in Trades | 142 | 134 | 150 | 142 | 134 | 150 |
Avg Bars in Winners | 234 | 224 | 242 | 234 | 224 | 242 |
Avg Bars in Losers | 75 | 79 | 71 | 75 | 79 | 71 |
Bars Traded | 24792 | 11705 | 13087 | 24792 | 11705 | 13087 |
Profit Streak | 17.0593 | 17.0593 | 17.7677 | 17.0593 | 17.0593 | 17.7677 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415391 | 272918 | -7813 | 379780 | 296558 | -108187 |
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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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