Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282555.4231 | 417564.0477 | -135008.6246 | -97911.2415 | 13543.8533 | -111455.0948 |
Total P&L (%) | 282.5554 | 417.564 | -135.0086 | -97.9112 | 13.5439 | -111.4551 |
Avg Daily Profit (%) | 0.1429 | 0.2112 | -0.0683 | -0.1954 | 0.0064 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207768 | -138201 | -274355 | -100919 | -48977 | -173280 |
Profit Factor | 1.2966 | 1.9802 | 0.7436 | 0.7323 | 1.1009 | 0.5186 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 51.2195 | 46.3415 | 56.0976 | 51.2195 | 46.3415 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.2349 | 2.2928 | 0.5819 | 0.6974 | 1.2747 | 0.4058 |
Largest Winning Trade | 393111 | 393111 | 74005 | 39667 | 39667 | 22626 |
Largest Losing Trade | -78183 | -56300 | -78183 | -59570 | -22850 | -59570 |
Avg Bars in Trades | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Winners | 48 | 44 | 51 | 48 | 44 | 51 |
Avg Bars in Losers | 44 | 49 | 38 | 44 | 49 | 38 |
Bars Traded | 3805 | 1932 | 1872 | 3805 | 1932 | 1872 |
Profit Streak | 0 | 0 | 641.3281 | 0 | 0 | 641.3281 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10849 | 363288 | -578994 | -589397 | -350708 | -578994 |
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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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