Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429883.5724 | 382503.6127 | 47379.9596 | -132540.0702 | 341.6804 | -132881.7506 |
Total P&L (%) | 429.8836 | 382.5036 | 47.38 | -132.5401 | 0.3417 | -132.8818 |
Avg Daily Profit (%) | 0.2892 | 0.2573 | 0.0319 | 0 | 0.0002 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181856 | -146267 | -123618 | -725335 | -466682 | -538280 |
Profit Factor | 1.6725 | 2.2525 | 1.1419 | 0.9093 | 1.0006 | 0.8451 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 14 | 22 | 45 | 22 | 23 |
Losing Trades | 48 | 28 | 20 | 39 | 20 | 19 |
Profitability (%) | 42.8571 | 33.3333 | 52.381 | 53.5714 | 52.381 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.2299 | 4.5051 | 1.0381 | 0.788 | 0.9096 | 0.6981 |
Largest Winning Trade | 394209 | 394209 | 75291 | 404025 | 404025 | 274464 |
Largest Losing Trade | -109936 | -28095 | -109936 | -514783 | -132758 | -514783 |
Avg Bars in Trades | 51 | 39 | 64 | 51 | 39 | 64 |
Avg Bars in Winners | 73 | 57 | 83 | 49 | 34 | 62 |
Avg Bars in Losers | 35 | 29 | 42 | 54 | 44 | 65 |
Bars Traded | 4330 | 1641 | 2689 | 4330 | 1641 | 2689 |
Profit Streak | 0 | 0 | 25.6806 | 23.3473 | 25.0139 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323927 | 214564 | -215422 | -579544 | -578953 | -580117 |
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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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