Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382035.4895 | 363511.4306 | 18524.0589 | 70731.4027 | 245526.9046 | -174795.5019 |
Total P&L (%) | 382.0355 | 363.5114 | 18.5241 | 70.7314 | 245.5269 | -174.7955 |
Avg Daily Profit (%) | 0.1623 | 0.1544 | 0.0079 | 0.0227 | 0.0527 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161825 | -78289 | -152557 | -573099 | -265087 | -373842 |
Profit Factor | 1.6117 | 2.5402 | 1.0477 | 1.0346 | 1.3304 | 0.8654 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 49.3976 | 41.4634 | 57.1429 | 49.3976 | 41.4634 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.6511 | 3.5862 | 0.7858 | 1.0599 | 1.8782 | 0.6491 |
Largest Winning Trade | 211127 | 211127 | 57823 | 314408 | 314408 | 170487 |
Largest Losing Trade | -46038 | -37233 | -46038 | -247373 | -100628 | -247373 |
Avg Bars in Trades | 81 | 75 | 87 | 81 | 75 | 87 |
Avg Bars in Winners | 104 | 101 | 106 | 104 | 101 | 106 |
Avg Bars in Losers | 60 | 57 | 62 | 60 | 57 | 62 |
Bars Traded | 6796 | 3114 | 3682 | 6796 | 3114 | 3682 |
Profit Streak | 21.3116 | 0 | 37.6449 | 21.3116 | 0 | 37.6449 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338001 | 316448 | -358415 | -345891 | -124461 | -579263 |
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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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