Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386041.7098 | 340219.0486 | 45822.6611 | 447.4868 | 278242.4932 | -277795.0064 |
Total P&L (%) | 386.0417 | 340.219 | 45.8227 | 0.4475 | 278.2425 | -277.795 |
Avg Daily Profit (%) | 0.2037 | 0.1795 | 0.0242 | 0.0002 | 0.0702 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175357 | -118992 | -82377 | -1042387 | -377600 | -726386 |
Profit Factor | 1.7956 | 2.327 | 1.2002 | 1.0003 | 1.4822 | 0.7066 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 40.2439 | 39.0244 | 41.4634 | 40.2439 | 39.0244 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.6662 | 3.6359 | 1.6945 | 1.4853 | 2.3159 | 0.9976 |
Largest Winning Trade | 412675 | 412675 | 44822 | 629722 | 629722 | 350653 |
Largest Losing Trade | -61739 | -36595 | -61739 | -533086 | -145556 | -533086 |
Avg Bars in Trades | 88 | 75 | 100 | 88 | 75 | 100 |
Avg Bars in Winners | 125 | 82 | 166 | 125 | 82 | 166 |
Avg Bars in Losers | 62 | 71 | 53 | 62 | 71 | 53 |
Bars Traded | 7217 | 3098 | 4119 | 7217 | 3098 | 4119 |
Profit Streak | 20.6463 | 20.8963 | 20.6463 | 20.6463 | 20.8963 | 20.6463 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44 | 313219 | -164415 | -589576 | -100036 | -583508 |
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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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