Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461254.9719 | 263098.5812 | 198156.3907 | 1240395.2859 | 966215.514 | 274179.772 |
Total P&L (%) | 461.255 | 263.0986 | 198.1564 | 1240.3953 | 966.2155 | 274.1798 |
Avg Daily Profit (%) | 0.2749 | 0.1568 | 0.1181 | 0.1548 | 0.1411 | 0.0787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83306 | -84430 | -60741 | -1789309 | -614318 | -1268029 |
Profit Factor | 1.7464 | 1.8205 | 1.6665 | 1.2439 | 1.4167 | 1.0991 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Profitability (%) | 40.2778 | 38.8889 | 41.6667 | 40.2778 | 38.8889 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.5895 | 2.8609 | 2.333 | 1.8444 | 2.2262 | 1.5388 |
Largest Winning Trade | 96638 | 96638 | 54328 | 669855 | 669855 | 505981 |
Largest Losing Trade | -22453 | -21579 | -22453 | -387381 | -275828 | -387381 |
Avg Bars in Trades | 137 | 123 | 150 | 137 | 123 | 150 |
Avg Bars in Winners | 221 | 203 | 239 | 221 | 203 | 239 |
Avg Bars in Losers | 79 | 73 | 86 | 79 | 73 | 86 |
Bars Traded | 19744 | 8922 | 10822 | 19744 | 8922 | 10822 |
Profit Streak | 39.3341 | 0 | 46.9174 | 39.3341 | 0 | 46.9174 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313885 | -73073 | -114343 | 203427 | -86079 | -280454 |
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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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