Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347503.3837 | 270677.0391 | 76826.3446 | 36313.9517 | -77716.8125 | 114030.7642 |
Total P&L (%) | 347.5034 | 270.677 | 76.8263 | 36.314 | -77.7168 | 114.0308 |
Avg Daily Profit (%) | 0.1797 | 0.14 | 0.0397 | 0.016 | -0.0776 | 0.0394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208136 | -199369 | -44357 | -410291 | -321939 | -109079 |
Profit Factor | 1.5262 | 1.6633 | 1.3045 | 1.0412 | 0.8666 | 1.3812 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 45.8333 | 41.6667 | 50 | 45.8333 | 41.6667 | 50 |
Ratio Avg Win / Avg Loss | 1.8037 | 2.3286 | 1.3045 | 1.2305 | 1.2132 | 1.3812 |
Largest Winning Trade | 133581 | 133581 | 51425 | 162900 | 162900 | 148368 |
Largest Losing Trade | -53610 | -53610 | -35949 | -121376 | -121376 | -101913 |
Avg Bars in Trades | 74 | 103 | 45 | 74 | 103 | 45 |
Avg Bars in Winners | 93 | 111 | 79 | 93 | 111 | 79 |
Avg Bars in Losers | 57 | 97 | 12 | 57 | 97 | 12 |
Bars Traded | 7138 | 4950 | 2188 | 7138 | 4950 | 2188 |
Profit Streak | 0 | 0 | 123.3288 | 0 | 0 | 123.3288 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311763 | -6198 | -139075 | -350579 | -582263 | -139099 |
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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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