Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387365.7503 | 358613.5954 | 28752.1549 | -62038.6584 | -2326.3817 | -59712.2767 |
Total P&L (%) | 387.3658 | 358.6136 | 28.7522 | -62.0387 | -2.3264 | -59.7123 |
Avg Daily Profit (%) | 0.2073 | 0.1919 | 0.0154 | -0.0518 | -0.0013 | -0.0486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -332347 | -172275 | -210403 | -183732 | -103405 | -96340 |
Profit Factor | 1.5315 | 1.9336 | 1.0834 | 0.7481 | 0.981 | 0.5187 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 46.988 | 39.0244 | 54.7619 | 46.988 | 39.0244 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.7278 | 3.0213 | 0.895 | 0.844 | 1.5328 | 0.4285 |
Largest Winning Trade | 359435 | 359435 | 43245 | 65110 | 65110 | 19952 |
Largest Losing Trade | -74494 | -46983 | -74494 | -60380 | -60380 | -37269 |
Avg Bars in Trades | 60 | 69 | 52 | 60 | 69 | 52 |
Avg Bars in Winners | 70 | 76 | 65 | 70 | 76 | 65 |
Avg Bars in Losers | 52 | 64 | 36 | 52 | 64 | 36 |
Bars Traded | 5047 | 2847 | 2200 | 5047 | 2847 | 2200 |
Profit Streak | 91.0845 | 91.0845 | 93.0845 | 91.0845 | 91.0845 | 93.0845 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331357 | 271798 | -304338 | -581866 | -581674 | -579158 |
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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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