Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353944.3343 | 378879.1126 | -24934.7783 | -49237.6773 | 117096.8632 | -166334.5405 |
Total P&L (%) | 353.9443 | 378.8791 | -24.9348 | -49.2377 | 117.0969 | -166.3345 |
Avg Daily Profit (%) | 0.1891 | 0.2024 | -0.0133 | -0.0362 | 0.0414 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205032 | -108464 | -212136 | -261593 | -147442 | -211665 |
Profit Factor | 1.4784 | 2.0586 | 0.9347 | 0.8989 | 1.5469 | 0.3904 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 48.1928 | 45.2381 | 51.2195 | 48.1928 | 45.2381 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.5893 | 2.492 | 0.8902 | 0.9663 | 1.8726 | 0.3718 |
Largest Winning Trade | 227402 | 227402 | 55318 | 169450 | 169450 | 22251 |
Largest Losing Trade | -58536 | -56212 | -58536 | -119599 | -119599 | -78563 |
Avg Bars in Trades | 42 | 38 | 47 | 42 | 38 | 47 |
Avg Bars in Winners | 53 | 53 | 54 | 53 | 53 | 54 |
Avg Bars in Losers | 32 | 25 | 40 | 32 | 25 | 40 |
Bars Traded | 3551 | 1608 | 1943 | 3551 | 1608 | 1943 |
Profit Streak | 0 | 0 | 74.1033 | 0 | 0 | 74.1033 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281980 | 350881 | -579618 | -582758 | -136673 | -579618 |
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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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