Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356999.2792 | 237384.7057 | 119614.5735 | 319918.159 | 75558.235 | 244359.924 |
Total P&L (%) | 356.9993 | 237.3847 | 119.6146 | 319.9182 | 75.5582 | 244.3599 |
Avg Daily Profit (%) | 0.2605 | 0.1732 | 0.0873 | 0.1048 | 0.0411 | 0.0903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124899 | -82278 | -115219 | -517588 | -434943 | -367263 |
Profit Factor | 1.5221 | 1.6389 | 1.383 | 1.1285 | 1.0525 | 1.2327 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 42.6667 | 38.6667 | 46.6667 | 42.6667 | 38.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.0453 | 2.5997 | 1.5806 | 1.5165 | 1.6695 | 1.4088 |
Largest Winning Trade | 103892 | 103892 | 34892 | 228760 | 228760 | 196868 |
Largest Losing Trade | -37760 | -30102 | -37760 | -216745 | -216745 | -116299 |
Avg Bars in Trades | 35 | 35 | 34 | 35 | 35 | 34 |
Avg Bars in Winners | 46 | 51 | 42 | 46 | 51 | 42 |
Avg Bars in Losers | 27 | 25 | 28 | 27 | 25 | 28 |
Bars Traded | 5279 | 2677 | 2602 | 5279 | 2677 | 2602 |
Profit Streak | 0 | 0 | 13.5076 | 0 | 0 | 13.5076 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310472 | -50870 | -132385 | -133224 | -361059 | -130432 |
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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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