Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399915.9695 | 260078.1903 | 139837.7792 | 455854.7645 | 349316.0315 | 106538.733 |
Total P&L (%) | 399.916 | 260.0782 | 139.8378 | 455.8548 | 349.316 | 106.5387 |
Avg Daily Profit (%) | 0.3919 | 0.2549 | 0.1371 | 0.1683 | 0.1474 | 0.0711 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102000 | -72090 | -89434 | -465008 | -324600 | -145917 |
Profit Factor | 1.6044 | 1.7488 | 1.4448 | 1.3414 | 1.4745 | 1.1778 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 40.5405 | 36.4865 | 44.5946 | 40.5405 | 36.4865 | 44.5946 |
Ratio Avg Win / Avg Loss | 2.3531 | 3.0442 | 1.7951 | 1.9674 | 2.5667 | 1.4633 |
Largest Winning Trade | 194940 | 194940 | 42791 | 458825 | 458825 | 134056 |
Largest Losing Trade | -33613 | -22594 | -33613 | -80531 | -73460 | -80531 |
Avg Bars in Trades | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Losers | 12 | 14 | 11 | 12 | 14 | 11 |
Bars Traded | 2922 | 1514 | 1408 | 2922 | 1514 | 1408 |
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 | 334406 | -58029 | -74272 | 208378 | -63487 | -189201 |
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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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