Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265367.1181 | 172638.0498 | 92729.0683 | 68853.1701 | 133849.6462 | -64996.476 |
Total P&L (%) | 265.3671 | 172.6381 | 92.7291 | 68.8532 | 133.8496 | -64.9965 |
Avg Daily Profit (%) | 0.1952 | 0.127 | 0.0682 | 0.0385 | 0.0625 | -0.0772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177870 | -54132 | -173037 | -193459 | -28865 | -205977 |
Profit Factor | 1.465 | 1.9736 | 1.2357 | 1.1201 | 1.9457 | 0.8494 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 50.5747 | 47.7273 | 53.4884 | 50.5747 | 47.7273 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.4317 | 2.1616 | 1.0745 | 1.0947 | 2.131 | 0.7386 |
Largest Winning Trade | 57349 | 49896 | 57349 | 60769 | 60769 | 55791 |
Largest Losing Trade | -68898 | -21647 | -68898 | -97041 | -15608 | -97041 |
Avg Bars in Trades | 30 | 14 | 47 | 30 | 14 | 47 |
Avg Bars in Winners | 43 | 19 | 64 | 43 | 19 | 64 |
Avg Bars in Losers | 17 | 9 | 27 | 17 | 9 | 27 |
Bars Traded | 2650 | 617 | 2033 | 2650 | 617 | 2033 |
Profit Streak | 19.2861 | 41.2861 | 0 | 19.2861 | 41.2861 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343344 | -19740 | -101668 | -229011 | -105767 | -580274 |
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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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