Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367646.2575 | 343370.3823 | 24275.8752 | 80446.2534 | 127176.9974 | -46730.7439 |
Total P&L (%) | 367.6463 | 343.3704 | 24.2759 | 80.4463 | 127.177 | -46.7307 |
Avg Daily Profit (%) | 0.1928 | 0.1801 | 0.0127 | 0.031 | 0.043 | -0.033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117297 | -77759 | -128052 | -342984 | -206217 | -220001 |
Profit Factor | 1.6356 | 2.5847 | 1.0671 | 1.0634 | 1.2419 | 0.9371 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 46.5116 | 44.186 | 48.8372 | 46.5116 | 44.186 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.8809 | 3.2648 | 1.1179 | 1.2229 | 1.5687 | 0.9818 |
Largest Winning Trade | 167796 | 167796 | 62333 | 113608 | 113608 | 105020 |
Largest Losing Trade | -64102 | -26389 | -64102 | -120904 | -110558 | -120904 |
Avg Bars in Trades | 42 | 34 | 49 | 42 | 34 | 49 |
Avg Bars in Winners | 61 | 47 | 74 | 61 | 47 | 74 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 3627 | 1484 | 2143 | 3627 | 1484 | 2143 |
Profit Streak | 42.3826 | 52.8826 | 0 | 42.3826 | 52.8826 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362910 | 386357 | -326983 | -302914 | -136229 | -581179 |
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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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