Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375540.9728 | 336232.7245 | 39308.2483 | 6024.5534 | 698115.4075 | -692090.8541 |
Total P&L (%) | 375.541 | 336.2327 | 39.3082 | 6.0246 | 698.1154 | -692.0909 |
Avg Daily Profit (%) | 0.1501 | 0.1344 | 0.0157 | 0.0023 | 0.083 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195830 | -156011 | -206428 | -756757 | -99222 | -1030302 |
Profit Factor | 1.5731 | 2.2181 | 1.1036 | 1.004 | 3.6368 | 0.4448 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 45.2381 | 40.4762 | 50 | 45.2381 | 40.4762 | 50 |
Ratio Avg Win / Avg Loss | 1.9042 | 3.262 | 1.1036 | 1.2154 | 5.3482 | 0.4448 |
Largest Winning Trade | 205417 | 205417 | 54278 | 236060 | 236060 | 196212 |
Largest Losing Trade | -76333 | -25530 | -76333 | -379088 | -64849 | -379088 |
Avg Bars in Trades | 85 | 89 | 80 | 85 | 89 | 80 |
Avg Bars in Winners | 112 | 105 | 118 | 112 | 105 | 118 |
Avg Bars in Losers | 62 | 78 | 42 | 62 | 78 | 42 |
Bars Traded | 7143 | 3761 | 3382 | 7143 | 3761 | 3382 |
Profit Streak | 136.0693 | 136.0693 | 328.736 | 136.0693 | 136.0693 | 328.736 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338071 | -12542 | -279665 | -572276 | -77979 | -579768 |
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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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