Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 423190.1772 | 298031.2093 | 125158.9679 | 224637.835 | -64254.886 | 288892.721 |
Total P&L (%) | 423.1902 | 298.0312 | 125.159 | 224.6378 | -64.2549 | 288.8927 |
Avg Daily Profit (%) | 0.22 | 0.1549 | 0.0651 | 0.0612 | -0.0535 | 0.0706 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147555 | -147942 | -97524 | -1097793 | -924982 | -270857 |
Profit Factor | 1.8234 | 1.9885 | 1.5892 | 1.1135 | 0.9491 | 1.4028 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 49.3671 | 43.5897 | 55 | 49.3671 | 43.5897 | 55 |
Ratio Avg Win / Avg Loss | 1.8702 | 2.5733 | 1.3003 | 1.142 | 1.2283 | 1.1477 |
Largest Winning Trade | 248466 | 248466 | 52639 | 347225 | 347225 | 158500 |
Largest Losing Trade | -47715 | -41237 | -47715 | -257192 | -257192 | -196782 |
Avg Bars in Trades | 46 | 48 | 44 | 46 | 48 | 44 |
Avg Bars in Winners | 52 | 58 | 47 | 52 | 58 | 47 |
Avg Bars in Losers | 41 | 41 | 41 | 41 | 41 | 41 |
Bars Traded | 3696 | 1900 | 1796 | 3696 | 1900 | 1796 |
Profit Streak | 12.4065 | 0 | 93.4065 | 12.4065 | 0 | 93.4065 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19655 | 307498 | -102162 | -237785 | -581583 | -95882 |
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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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