Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192669.8337 | 239997.7911 | -47327.9574 | 4091959.3556 | 1090691.6381 | 3001267.7175 |
Total P&L (%) | 192.6698 | 239.9978 | -47.328 | 4091.9594 | 1090.6916 | 3001.2677 |
Avg Daily Profit (%) | 0.0889 | 0.1107 | -0.0218 | 0.1725 | 0.1144 | 0.1586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -321040 | -53756 | -381718 | -1574248 | -774962 | -1367622 |
Profit Factor | 1.192 | 1.8599 | 0.9347 | 1.4214 | 1.266 | 1.5351 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 117 | 55 | 62 | 111 | 54 | 57 |
Losing Trades | 99 | 53 | 46 | 105 | 54 | 51 |
Profitability (%) | 54.1667 | 50.9259 | 57.4074 | 51.3889 | 50 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.0086 | 1.7923 | 0.6935 | 1.3446 | 1.266 | 1.3735 |
Largest Winning Trade | 52082 | 38361 | 52082 | 1424170 | 562455 | 1424170 |
Largest Losing Trade | -296356 | -30757 | -296356 | -764592 | -666640 | -764592 |
Avg Bars in Trades | 29 | 16 | 42 | 29 | 16 | 42 |
Avg Bars in Winners | 29 | 16 | 41 | 31 | 16 | 44 |
Avg Bars in Losers | 28 | 16 | 43 | 27 | 15 | 39 |
Bars Traded | 6320 | 1763 | 4556 | 6320 | 1763 | 4556 |
Profit Streak | 30.4054 | 39.7388 | 30.4054 | 30.4054 | 39.7388 | 30.4054 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80687 | -40952 | -579544 | 403884 | -39476 | 354155 |
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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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