Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401793.248 | 322830.9456 | 78962.3024 | 302050.4124 | 171895.6084 | 130154.804 |
Total P&L (%) | 401.7932 | 322.8309 | 78.9623 | 302.0504 | 171.8956 | 130.1548 |
Avg Daily Profit (%) | 0.3857 | 0.3099 | 0.0758 | 0.1337 | 0.0961 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98679 | -100971 | -68541 | -543142 | -554229 | -264419 |
Profit Factor | 1.8901 | 2.2335 | 1.4162 | 1.1741 | 1.1665 | 1.1853 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 35.4167 | 27.0833 | 43.75 | 35.4167 | 27.0833 | 43.75 |
Ratio Avg Win / Avg Loss | 3.4466 | 6.0134 | 1.8208 | 2.141 | 3.1405 | 1.524 |
Largest Winning Trade | 298147 | 298147 | 28558 | 529501 | 529501 | 131385 |
Largest Losing Trade | -35776 | -35776 | -25419 | -165939 | -165939 | -163335 |
Avg Bars in Trades | 253 | 223 | 284 | 253 | 223 | 284 |
Avg Bars in Winners | 454 | 475 | 441 | 454 | 475 | 441 |
Avg Bars in Losers | 143 | 129 | 161 | 143 | 129 | 161 |
Bars Traded | 24370 | 10721 | 13649 | 24370 | 10721 | 13649 |
Profit Streak | 44.1119 | 44.1119 | 82.4452 | 44.1119 | 44.1119 | 82.4452 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301263 | -7456 | -91208 | -46925 | -121282 | -103017 |
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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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