Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317634.7322 | 359378.4832 | -41743.751 | -73455.162 | 79470.0219 | -152925.184 |
Total P&L (%) | 317.6347 | 359.3785 | -41.7438 | -73.4552 | 79.47 | -152.9252 |
Avg Daily Profit (%) | 0.135 | 0.1528 | -0.0177 | -0.0564 | 0.0249 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115069 | -126813 | -174675 | -95460 | -96802 | -194758 |
Profit Factor | 1.4587 | 1.9577 | 0.8684 | 0.8336 | 1.4159 | 0.3889 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 54.5455 | 55.2632 | 53.8462 | 54.5455 | 55.2632 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2156 | 1.5848 | 0.7444 | 0.6946 | 1.1462 | 0.3333 |
Largest Winning Trade | 244899 | 244899 | 29616 | 77642 | 77642 | 11234 |
Largest Losing Trade | -66213 | -65827 | -66213 | -72612 | -35951 | -72612 |
Avg Bars in Trades | 53 | 76 | 31 | 53 | 76 | 31 |
Avg Bars in Winners | 40 | 49 | 30 | 40 | 49 | 30 |
Avg Bars in Losers | 70 | 109 | 32 | 70 | 109 | 32 |
Bars Traded | 4145 | 2916 | 1228 | 4145 | 2916 | 1228 |
Profit Streak | 120.0524 | 120.0524 | 122.5524 | 120.0524 | 120.0524 | 122.5524 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55953 | 453236 | -578907 | -625044 | -157201 | -578907 |
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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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