Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344941.5045 | 388165.274 | -43223.7694 | -35342.0118 | 393902.8462 | -429244.858 |
Total P&L (%) | 344.9415 | 388.1653 | -43.2238 | -35.342 | 393.9028 | -429.2449 |
Avg Daily Profit (%) | 0.1799 | 0.2024 | -0.0225 | -0.0227 | 0.0833 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201073 | -157722 | -159803 | -843270 | -398815 | -509607 |
Profit Factor | 1.4208 | 1.9861 | 0.8986 | 0.9804 | 1.4212 | 0.5079 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 44.186 | 41.8605 | 46.5116 | 44.186 | 41.8605 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.7947 | 2.7585 | 1.0333 | 1.2385 | 1.9738 | 0.5841 |
Largest Winning Trade | 156975 | 156975 | 55762 | 423092 | 423092 | 63979 |
Largest Losing Trade | -43839 | -34657 | -43839 | -294177 | -294177 | -212217 |
Avg Bars in Trades | 64 | 40 | 89 | 64 | 40 | 89 |
Avg Bars in Winners | 95 | 36 | 148 | 95 | 36 | 148 |
Avg Bars in Losers | 40 | 43 | 38 | 40 | 43 | 38 |
Bars Traded | 5570 | 1733 | 3838 | 5570 | 1733 | 3838 |
Profit Streak | 65.9818 | 65.9818 | 79.6484 | 65.9818 | 65.9818 | 79.6484 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299602 | 318940 | -579859 | -580171 | -82330 | -581525 |
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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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