Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306286.5298 | 360860.8142 | -54574.2843 | -79584.5816 | 278539.2368 | -358123.8184 |
Total P&L (%) | 306.2865 | 360.8608 | -54.5743 | -79.5846 | 278.5392 | -358.1238 |
Avg Daily Profit (%) | 0.1408 | 0.1659 | -0.0251 | -0.073 | 0.0612 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -281721 | -220374 | -124668 | -907093 | -593491 | -789416 |
Profit Factor | 1.3988 | 1.8151 | 0.8322 | 0.9661 | 1.226 | 0.678 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 44.4444 | 42.2222 | 46.6667 | 44.4444 | 42.2222 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.7485 | 2.4838 | 0.9511 | 1.2076 | 1.6776 | 0.7749 |
Largest Winning Trade | 414420 | 414420 | 37256 | 431096 | 431096 | 185344 |
Largest Losing Trade | -50039 | -50039 | -48785 | -345726 | -229276 | -345726 |
Avg Bars in Trades | 41 | 58 | 25 | 41 | 58 | 25 |
Avg Bars in Winners | 59 | 78 | 41 | 59 | 78 | 41 |
Avg Bars in Losers | 28 | 44 | 10 | 28 | 44 | 10 |
Bars Traded | 3773 | 2648 | 1126 | 3773 | 2648 | 1126 |
Profit Streak | 185.9067 | 188.9067 | 185.9067 | 185.9067 | 188.9067 | 185.9067 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3781 | 316358 | -580758 | -579647 | -112421 | -580758 |
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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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