Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230505.5569 | 183915.8535 | 46589.7034 | -55183.179 | -10529.5395 | -44653.6395 |
Total P&L (%) | 230.5056 | 183.9159 | 46.5897 | -55.1832 | -10.5295 | -44.6536 |
Avg Daily Profit (%) | 0.1565 | 0.1249 | 0.0316 | -0.0545 | -0.0076 | -0.0402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115746 | -66333 | -66826 | -119824 | -60702 | -77853 |
Profit Factor | 1.3883 | 1.8405 | 1.1243 | 0.9049 | 0.9498 | 0.8795 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 47.619 | 40.4762 | 54.7619 | 47.619 | 40.4762 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.5271 | 2.7066 | 0.9288 | 0.9954 | 1.3968 | 0.7266 |
Largest Winning Trade | 162249 | 162249 | 75823 | 50455 | 36087 | 50455 |
Largest Losing Trade | -79131 | -29873 | -79131 | -75848 | -30490 | -75848 |
Avg Bars in Trades | 33 | 26 | 41 | 33 | 26 | 41 |
Avg Bars in Winners | 44 | 38 | 49 | 44 | 38 | 49 |
Avg Bars in Losers | 23 | 17 | 31 | 23 | 17 | 31 |
Bars Traded | 2833 | 1107 | 1726 | 2833 | 1107 | 1726 |
Profit Streak | 8.5639 | 0 | 13.5639 | 8.5639 | 0 | 13.5639 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322304 | -26219 | -236490 | -580808 | -582493 | -579515 |
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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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