Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301895.3994 | 262733.0316 | 39162.3678 | 215670.1481 | 238063.5447 | -22393.3966 |
Total P&L (%) | 301.8954 | 262.733 | 39.1624 | 215.6701 | 238.0635 | -22.3934 |
Avg Daily Profit (%) | 0.2898 | 0.2522 | 0.0376 | 0.1104 | 0.117 | -0.0243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80909 | -51094 | -98129 | -268648 | -170454 | -235074 |
Profit Factor | 1.8404 | 2.6577 | 1.1951 | 1.2154 | 1.5159 | 0.9585 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Profitability (%) | 34.375 | 39.5833 | 29.1667 | 34.375 | 39.5833 | 29.1667 |
Ratio Avg Win / Avg Loss | 3.5134 | 4.0564 | 2.9023 | 2.3203 | 2.3137 | 2.3278 |
Largest Winning Trade | 233087 | 233087 | 71524 | 304694 | 304694 | 160156 |
Largest Losing Trade | -34113 | -19816 | -34113 | -92399 | -76110 | -92399 |
Avg Bars in Trades | 252 | 236 | 267 | 252 | 236 | 267 |
Avg Bars in Winners | 512 | 433 | 619 | 512 | 433 | 619 |
Avg Bars in Losers | 115 | 108 | 122 | 115 | 108 | 122 |
Bars Traded | 24203 | 11375 | 12828 | 24203 | 11375 | 12828 |
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 | 218172 | 330285 | -161167 | -50728 | -38251 | -589362 |
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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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