Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356811.0204 | 213426.7634 | 143384.257 | 420556.0902 | 176904.7029 | 243651.3873 |
Total P&L (%) | 356.811 | 213.4268 | 143.3843 | 420.5561 | 176.9047 | 243.6514 |
Avg Daily Profit (%) | 0.2126 | 0.1272 | 0.0854 | 0.0983 | 0.0607 | 0.0736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68128 | -93260 | -58956 | -798075 | -355927 | -585584 |
Profit Factor | 1.7677 | 1.7402 | 1.8126 | 1.1642 | 1.1195 | 1.2255 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 42.7083 | 43.75 | 41.6667 | 42.7083 | 43.75 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.3713 | 2.2374 | 2.5376 | 1.5618 | 1.4394 | 1.7158 |
Largest Winning Trade | 147458 | 147458 | 53484 | 330930 | 330930 | 276911 |
Largest Losing Trade | -28406 | -26309 | -28406 | -312567 | -229396 | -312567 |
Avg Bars in Trades | 68 | 75 | 60 | 68 | 75 | 60 |
Avg Bars in Winners | 103 | 115 | 90 | 103 | 115 | 90 |
Avg Bars in Losers | 41 | 43 | 39 | 41 | 43 | 39 |
Bars Traded | 6536 | 3612 | 2924 | 6536 | 3612 | 2924 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306024 | -22311 | -78621 | -103021 | -203287 | -97122 |
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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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