Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316034.2816 | 331278.1754 | -15243.8938 | -45570.1773 | 46534.0398 | -92104.2171 |
Total P&L (%) | 316.0343 | 331.2782 | -15.2439 | -45.5702 | 46.534 | -92.1042 |
Avg Daily Profit (%) | 0.1664 | 0.1744 | -0.008 | -0.032 | 0.0201 | -0.1336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195016 | -116754 | -89787 | -358994 | -143113 | -253690 |
Profit Factor | 1.556 | 2.2554 | 0.9499 | 0.9359 | 1.1661 | 0.7861 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 47.7273 | 43.1818 | 52.2727 | 47.7273 | 43.1818 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.7042 | 2.9676 | 0.8673 | 1.025 | 1.5343 | 0.7178 |
Largest Winning Trade | 399907 | 399907 | 55502 | 165002 | 165002 | 139779 |
Largest Losing Trade | -51846 | -27750 | -51846 | -103752 | -34331 | -103752 |
Avg Bars in Trades | 41 | 32 | 50 | 41 | 32 | 50 |
Avg Bars in Winners | 50 | 39 | 59 | 50 | 39 | 59 |
Avg Bars in Losers | 33 | 26 | 41 | 33 | 26 | 41 |
Bars Traded | 3644 | 1418 | 2226 | 3644 | 1418 | 2226 |
Profit Streak | 0 | 0 | 57.7965 | 0 | 0 | 57.7965 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340002 | 327681 | -579864 | -579760 | -206950 | -579864 |
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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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