Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271944.6995 | 281758.6871 | -9813.9877 | -13666.96 | 218141.9888 | -231808.9487 |
Total P&L (%) | 271.9447 | 281.7587 | -9.814 | -13.667 | 218.142 | -231.8089 |
Avg Daily Profit (%) | 0.2537 | 0.2629 | -0.0092 | -0.0137 | 0.108 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182428 | -120060 | -92119 | -734894 | -331640 | -504578 |
Profit Factor | 1.5457 | 2.1122 | 0.9599 | 0.993 | 1.2339 | 0.7737 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 48.8372 | 46.5116 | 51.1628 | 48.8372 | 46.5116 | 51.1628 |
Ratio Avg Win / Avg Loss | 1.6193 | 2.429 | 0.9163 | 1.0403 | 1.4189 | 0.7386 |
Largest Winning Trade | 356072 | 356072 | 39902 | 417715 | 417715 | 131521 |
Largest Losing Trade | -33671 | -27897 | -33671 | -199383 | -107854 | -199383 |
Avg Bars in Trades | 47 | 52 | 41 | 47 | 52 | 41 |
Avg Bars in Winners | 54 | 58 | 50 | 54 | 58 | 50 |
Avg Bars in Losers | 40 | 47 | 32 | 40 | 47 | 32 |
Bars Traded | 4055 | 2266 | 1789 | 4055 | 2266 | 1789 |
Profit Streak | 65.3179 | 65.3179 | 76.3179 | 65.3179 | 65.3179 | 76.3179 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431764 | 426291 | -579611 | -577894 | -49403 | -579611 |
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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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