Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365659.9919 | 252307.2498 | 113352.742 | 325858.9321 | 105260.7442 | 220598.1879 |
Total P&L (%) | 365.66 | 252.3073 | 113.3527 | 325.8589 | 105.2607 | 220.5982 |
Avg Daily Profit (%) | 0.1922 | 0.1326 | 0.0596 | 0.0762 | 0.0378 | 0.0613 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93857 | -73377 | -117954 | -910285 | -735677 | -273986 |
Profit Factor | 1.6592 | 1.9592 | 1.3887 | 1.1259 | 1.0741 | 1.1886 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 58.3333 | 60.4167 | 56.25 | 58.3333 | 60.4167 | 56.25 |
Ratio Avg Win / Avg Loss | 1.1852 | 1.2836 | 1.0801 | 0.8042 | 0.7037 | 0.9245 |
Largest Winning Trade | 122039 | 122039 | 56783 | 285160 | 285160 | 208842 |
Largest Losing Trade | -41964 | -37187 | -41964 | -483549 | -483549 | -174607 |
Avg Bars in Trades | 37 | 31 | 42 | 37 | 31 | 42 |
Avg Bars in Winners | 49 | 39 | 60 | 49 | 39 | 60 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 3573 | 1515 | 2058 | 3573 | 1515 | 2058 |
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 | 393193 | -11931 | -111840 | -173640 | -281596 | -124944 |
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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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