Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678170.4745 | 593342.2195 | 84828.255 | 108433.0007 | 59702.1456 | 48730.8552 |
Total P&L (%) | 678.1705 | 593.3422 | 84.8283 | 108.433 | 59.7021 | 48.7309 |
Avg Daily Profit (%) | 0.4219 | 0.3691 | 0.0528 | 0.0457 | 0.0291 | 0.0247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94940 | -107980 | -100684 | -426536 | -367159 | -406224 |
Profit Factor | 1.7986 | 2.3046 | 1.2151 | 1.0491 | 1.054 | 1.0441 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 51 | 19 | 32 | 51 | 19 | 32 |
Losing Trades | 99 | 56 | 43 | 99 | 56 | 43 |
Profitability (%) | 34 | 25.3333 | 42.6667 | 34 | 25.3333 | 42.6667 |
Ratio Avg Win / Avg Loss | 3.4914 | 6.7926 | 1.6328 | 2.0364 | 3.1066 | 1.403 |
Largest Winning Trade | 466050 | 466050 | 55366 | 320236 | 320236 | 154867 |
Largest Losing Trade | -45690 | -26754 | -45690 | -147513 | -101737 | -147513 |
Avg Bars in Trades | 31 | 26 | 37 | 31 | 26 | 37 |
Avg Bars in Winners | 63 | 57 | 66 | 63 | 57 | 66 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 4757 | 1958 | 2799 | 4757 | 1958 | 2799 |
Profit Streak | 16.4174 | 0 | 59.0841 | 16.4174 | 0 | 59.0841 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305452 | -71154 | -180594 | -302169 | -399674 | -392149 |
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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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