Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269824.6967 | 283858.3908 | -14033.6941 | -73299.1851 | 77063.5723 | -150362.7574 |
Total P&L (%) | 269.8247 | 283.8584 | -14.0337 | -73.2992 | 77.0636 | -150.3628 |
Avg Daily Profit (%) | 0.1452 | 0.1527 | -0.0076 | -0.071 | 0.0307 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147334 | -153770 | -127799 | -185620 | -51560 | -175908 |
Profit Factor | 1.3899 | 1.9828 | 0.9652 | 0.7774 | 1.9377 | 0.3914 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 46.988 | 45.2381 | 48.7805 | 46.988 | 45.2381 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.5681 | 2.4003 | 1.0135 | 0.877 | 2.3456 | 0.4109 |
Largest Winning Trade | 132002 | 132002 | 61365 | 75510 | 75510 | 18500 |
Largest Losing Trade | -84480 | -28552 | -84480 | -160072 | -11566 | -160072 |
Avg Bars in Trades | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Winners | 62 | 63 | 62 | 62 | 63 | 62 |
Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
Bars Traded | 3540 | 1760 | 1780 | 3540 | 1760 | 1780 |
Profit Streak | 32.9266 | 32.9266 | 77.4266 | 32.9266 | 32.9266 | 77.4266 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 38283 | 349795 | -578585 | -582231 | -149398 | -580252 |
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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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