Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417750.962 | 298570.2316 | 119180.7304 | 651939.4151 | 527751.7484 | 124187.6667 |
Total P&L (%) | 417.751 | 298.5702 | 119.1807 | 651.9394 | 527.7517 | 124.1877 |
Avg Daily Profit (%) | 0.1896 | 0.1355 | 0.0541 | 0.0916 | 0.0834 | 0.0367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99916 | -85645 | -71790 | -532561 | -372793 | -412685 |
Profit Factor | 1.7886 | 2.1215 | 1.4523 | 1.2829 | 1.4582 | 1.1078 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 43.1818 | 40.9091 | 45.4545 | 43.1818 | 40.9091 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.3534 | 3.0644 | 1.7427 | 1.6881 | 2.1063 | 1.3293 |
Largest Winning Trade | 116855 | 116855 | 50811 | 350499 | 350499 | 199261 |
Largest Losing Trade | -37235 | -23420 | -37235 | -200073 | -140700 | -200073 |
Avg Bars in Trades | 46 | 29 | 64 | 46 | 29 | 64 |
Avg Bars in Winners | 77 | 40 | 111 | 77 | 40 | 111 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 4128 | 1311 | 2816 | 4128 | 1311 | 2816 |
Profit Streak | 0 | 0 | 86.5456 | 0 | 0 | 86.5456 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306290 | -11265 | -119699 | -71554 | -82200 | -247070 |
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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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