Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186637.4721 | -40835.9982 | 227473.4702 | 110524.9014 | -114210.5793 | 224735.4808 |
Total P&L (%) | 186.6375 | -40.836 | 227.4735 | 110.5249 | -114.2106 | 224.7355 |
Avg Daily Profit (%) | 0.1221 | -0.0267 | 0.1488 | 0.0487 | 0 | 0.0771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82002 | -115932 | -54847 | -103822 | -133106 | -67809 |
Profit Factor | 1.4772 | 0.8266 | 2.4621 | 1.2301 | 0.6149 | 2.2226 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 52.439 | 48.7805 | 56.0976 | 52.439 | 48.7805 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.3398 | 0.868 | 1.9269 | 1.1156 | 0.6457 | 1.7394 |
Largest Winning Trade | 62079 | 61900 | 62079 | 78313 | 35178 | 78313 |
Largest Losing Trade | -37955 | -20044 | -37955 | -41873 | -28211 | -41873 |
Avg Bars in Trades | 35 | 23 | 47 | 35 | 23 | 47 |
Avg Bars in Winners | 50 | 26 | 71 | 50 | 26 | 71 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 2890 | 960 | 1930 | 2890 | 960 | 1930 |
Profit Streak | 25.5482 | 25.5482 | 50.0482 | 25.5482 | 25.5482 | 50.0482 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35844 | -579917 | 449728 | -135175 | -579917 | -83583 |
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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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