Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288875.2997 | 110139.5135 | 178735.7862 | 92913.1215 | -102015.1665 | 194928.288 |
Total P&L (%) | 288.8753 | 110.1395 | 178.7358 | 92.9131 | -102.0152 | 194.9283 |
Avg Daily Profit (%) | 0.1903 | 0.0726 | 0.1177 | 0.0433 | 0 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66072 | -92022 | -52054 | -234659 | -198178 | -106138 |
Profit Factor | 1.6586 | 1.46 | 1.8972 | 1.1326 | 0.7374 | 1.6241 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 48.8095 | 42.8571 | 54.7619 | 48.8095 | 42.8571 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.7395 | 1.9467 | 1.5673 | 1.1878 | 0.9832 | 1.3417 |
Largest Winning Trade | 241496 | 241496 | 58405 | 157650 | 106958 | 157650 |
Largest Losing Trade | -45675 | -45675 | -26751 | -93187 | -76669 | -93187 |
Avg Bars in Trades | 34 | 25 | 43 | 34 | 25 | 43 |
Avg Bars in Winners | 48 | 33 | 60 | 48 | 33 | 60 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 2868 | 1055 | 1813 | 2868 | 1055 | 1813 |
Profit Streak | 0 | 0 | 18.9347 | 0 | 0 | 18.9347 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375878 | -96348 | -30991 | -210002 | -583234 | -94588 |
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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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