Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425089.7065 | 374736.5262 | 50353.1803 | 109748.0312 | 324759.2552 | -215011.224 |
Total P&L (%) | 425.0897 | 374.7365 | 50.3532 | 109.748 | 324.7593 | -215.0112 |
Avg Daily Profit (%) | 0.223 | 0.1966 | 0.0264 | 0.0389 | 0.0759 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108603 | -64514 | -115922 | -1262118 | -462041 | -1281239 |
Profit Factor | 1.732 | 2.5366 | 1.1495 | 1.0314 | 1.2303 | 0.8966 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 46.9136 | 40 | 53.6585 | 46.9136 | 40 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.9599 | 3.8048 | 0.9927 | 1.1672 | 1.8455 | 0.7744 |
Largest Winning Trade | 257183 | 257183 | 57884 | 422751 | 422751 | 287293 |
Largest Losing Trade | -69177 | -25505 | -69177 | -840262 | -218582 | -840262 |
Avg Bars in Trades | 273 | 254 | 293 | 273 | 254 | 293 |
Avg Bars in Winners | 396 | 354 | 427 | 396 | 354 | 427 |
Avg Bars in Losers | 165 | 186 | 137 | 165 | 186 | 137 |
Bars Traded | 22178 | 10164 | 12014 | 22178 | 10164 | 12014 |
Profit Streak | 38.4847 | 54.1513 | 38.4847 | 38.4847 | 54.1514 | 38.4847 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5388 | 328662 | -215582 | -343407 | -94118 | -579722 |
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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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