Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464258.7203 | 297990.2881 | 166268.4322 | -298393.4688 | 492445.6194 | -790839.0881 |
Total P&L (%) | 464.2587 | 297.9903 | 166.2684 | -298.3935 | 492.4456 | -790.8391 |
Avg Daily Profit (%) | 0.3427 | 0.22 | 0.1227 | 0 | 0.1314 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106941 | -51603 | -139004 | -1407446 | -331945 | -1349170 |
Profit Factor | 1.9798 | 2.3838 | 1.6432 | 0.8883 | 1.6501 | 0.5868 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 55 | 25 | 30 | 48 | 24 | 24 |
Losing Trades | 29 | 17 | 12 | 36 | 18 | 18 |
Profitability (%) | 65.4762 | 59.5238 | 71.4286 | 57.1429 | 57.1429 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.0439 | 1.621 | 0.6573 | 0.6662 | 1.2376 | 0.4401 |
Largest Winning Trade | 69669 | 69669 | 47366 | 225157 | 225157 | 184475 |
Largest Losing Trade | -103366 | -33635 | -103366 | -1141901 | -222805 | -1141901 |
Avg Bars in Trades | 45 | 41 | 50 | 45 | 41 | 50 |
Avg Bars in Winners | 41 | 35 | 46 | 48 | 42 | 53 |
Avg Bars in Losers | 54 | 49 | 61 | 43 | 38 | 47 |
Bars Traded | 3859 | 1724 | 2135 | 3859 | 1724 | 2135 |
Profit Streak | 51.11 | 93.7766 | 51.11 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 554864 | 524509 | -25437 | -579627 | -14601 | -579808 |
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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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