Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364720.1048 | 299356.1196 | 65363.9852 | 422642.9997 | 362840.671 | 59802.3287 |
Total P&L (%) | 364.7201 | 299.3561 | 65.364 | 422.643 | 362.8407 | 59.8023 |
Avg Daily Profit (%) | 0.2944 | 0.2416 | 0.0528 | 0.1336 | 0.1238 | 0.0378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101536 | -58992 | -92936 | -1068715 | -618307 | -876263 |
Profit Factor | 1.8484 | 2.3565 | 1.3124 | 1.1252 | 1.2189 | 1.0348 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 41.6667 | 33.3333 | 50 | 41.6667 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 2.5877 | 4.713 | 1.3124 | 1.5752 | 2.4378 | 1.0348 |
Largest Winning Trade | 157132 | 157132 | 50069 | 430716 | 430716 | 353147 |
Largest Losing Trade | -28064 | -22187 | -28064 | -365938 | -187656 | -365938 |
Avg Bars in Trades | 73 | 77 | 68 | 73 | 77 | 68 |
Avg Bars in Winners | 124 | 161 | 100 | 124 | 161 | 100 |
Avg Bars in Losers | 36 | 36 | 37 | 36 | 36 | 37 |
Bars Traded | 7037 | 3743 | 3294 | 7037 | 3743 | 3294 |
Profit Streak | 3.5935 | 0 | 4.7601 | 3.5935 | 0 | 4.7601 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300784 | 218607 | -122024 | -100002 | -33487 | -324699 |
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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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