Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437675.6283 | 441758.9925 | -4083.3642 | 38020.3201 | 112942.4277 | -74922.1075 |
Total P&L (%) | 437.6756 | 441.759 | -4.0834 | 38.0203 | 112.9424 | -74.9221 |
Avg Daily Profit (%) | 0.2411 | 0.2433 | -0.0022 | 0.0177 | 0.0416 | -0.0762 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105687 | -67316 | -66964 | -190337 | -117704 | -95704 |
Profit Factor | 2.0109 | 3.6932 | 0.9848 | 1.0887 | 1.6625 | 0.7096 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 49.4118 | 50 | 48.8372 | 49.4118 | 50 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.0587 | 3.6932 | 1.0317 | 1.1147 | 1.6625 | 0.7434 |
Largest Winning Trade | 298409 | 298409 | 78133 | 156239 | 156239 | 59725 |
Largest Losing Trade | -84891 | -32849 | -84891 | -84891 | -38507 | -84891 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 76 | 64 | 88 | 76 | 64 | 88 |
Avg Bars in Losers | 36 | 41 | 31 | 36 | 41 | 31 |
Bars Traded | 4796 | 2237 | 2559 | 4796 | 2237 | 2559 |
Profit Streak | 5.7992 | 14.7992 | 5.7992 | 5.7992 | 14.7992 | 5.7992 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466700 | 556540 | -578811 | -293283 | -133508 | -580478 |
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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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