Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364979.7851 | 315802.5261 | 49177.259 | 119199.5842 | 69177.6493 | 50021.9349 |
Total P&L (%) | 364.9798 | 315.8025 | 49.1773 | 119.1996 | 69.1776 | 50.0219 |
Avg Daily Profit (%) | 0.3504 | 0.3032 | 0.0472 | 0.0754 | 0.0505 | 0.0389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101166 | -90758 | -75575 | -190915 | -209673 | -120603 |
Profit Factor | 1.6949 | 2.05 | 1.2191 | 1.148 | 1.1466 | 1.15 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 37.5 | 27.0833 | 47.9167 | 37.5 | 27.0833 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.8249 | 5.5193 | 1.3251 | 1.9133 | 3.0869 | 1.25 |
Largest Winning Trade | 320417 | 320417 | 29534 | 201822 | 201822 | 54310 |
Largest Losing Trade | -27654 | -21278 | -27654 | -63222 | -39432 | -63222 |
Avg Bars in Trades | 256 | 237 | 274 | 256 | 237 | 274 |
Avg Bars in Winners | 449 | 470 | 437 | 449 | 470 | 437 |
Avg Bars in Losers | 140 | 151 | 124 | 140 | 151 | 124 |
Bars Traded | 24599 | 11419 | 13180 | 24599 | 11419 | 13180 |
Profit Streak | 39.8381 | 39.8381 | 79.1297 | 39.8381 | 39.8381 | 79.1297 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306015 | -7874 | -131432 | -152554 | -204008 | -197491 |
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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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