Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142568.2248 | 225932.6891 | -83364.4642 | -79611.2509 | 43476.5771 | -123087.8281 |
Total P&L (%) | 142.5682 | 225.9327 | -83.3645 | -79.6113 | 43.4766 | -123.0878 |
Avg Daily Profit (%) | 0.101 | 0.16 | -0.059 | -0.1126 | 0.0256 | 0 |
Buy And Hold Return (%) | 64.4641 | 64.4641 | 64.4641 | 64.4641 | 64.4641 | 64.4641 |
Max Trade Drawdown | -163507 | -85695 | -183866 | -387267 | -245938 | -283553 |
Profit Factor | 1.2261 | 1.9805 | 0.7916 | 0.9217 | 1.11 | 0.802 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 52.9412 | 53.4884 | 52.381 | 52.9412 | 53.4884 | 52.381 |
Ratio Avg Win / Avg Loss | 1.0899 | 1.7221 | 0.7197 | 0.8193 | 0.9652 | 0.7291 |
Largest Winning Trade | 133112 | 133112 | 62258 | 81689 | 64695 | 81689 |
Largest Losing Trade | -80086 | -29340 | -80086 | -146473 | -112127 | -146473 |
Avg Bars in Trades | 95 | 80 | 109 | 95 | 80 | 109 |
Avg Bars in Winners | 97 | 98 | 96 | 97 | 98 | 96 |
Avg Bars in Losers | 92 | 59 | 124 | 92 | 59 | 124 |
Bars Traded | 8083 | 3469 | 4614 | 8083 | 3469 | 4614 |
Profit Streak | 475.6581 | 475.6581 | 502.8247 | 475.6581 | 475.6581 | 502.8247 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62441 | 340818 | -579090 | -579208 | -424624 | -579090 |
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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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