Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434928.5226 | 397701.2401 | 37227.2826 | -134441.3042 | 71290.7762 | -205732.0804 |
Total P&L (%) | 434.9285 | 397.7012 | 37.2273 | -134.4413 | 71.2908 | -205.7321 |
Avg Daily Profit (%) | 0.2344 | 0.2143 | 0.0201 | 0 | 0.029 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222144 | -85737 | -232194 | -894468 | -335417 | -779587 |
Profit Factor | 1.5995 | 2.2463 | 1.0916 | 0.9402 | 1.0617 | 0.8121 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 39 | 18 | 21 | 36 | 18 | 18 |
Losing Trades | 44 | 24 | 20 | 47 | 24 | 23 |
Profitability (%) | 46.988 | 42.8571 | 51.2195 | 43.3735 | 42.8571 | 43.9024 |
Ratio Avg Win / Avg Loss | 1.8045 | 2.9951 | 1.0396 | 1.2275 | 1.4157 | 1.0377 |
Largest Winning Trade | 160049 | 160049 | 61010 | 420105 | 420105 | 165472 |
Largest Losing Trade | -105691 | -38461 | -105691 | -327979 | -327979 | -295249 |
Avg Bars in Trades | 65 | 63 | 67 | 65 | 63 | 67 |
Avg Bars in Winners | 86 | 81 | 91 | 83 | 80 | 86 |
Avg Bars in Losers | 46 | 50 | 41 | 51 | 51 | 52 |
Bars Traded | 5442 | 2685 | 2758 | 5442 | 2685 | 2758 |
Profit Streak | 0 | 0 | 126.5249 | 71.5249 | 132.5249 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305672 | 334244 | -287542 | -582407 | -308519 | -581446 |
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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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