Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338135.3329 | 316027.7864 | 22107.5465 | -61533.678 | -143445.125 | 81911.447 |
Total P&L (%) | 338.1353 | 316.0278 | 22.1075 | -61.5337 | -143.4451 | 81.9114 |
Avg Daily Profit (%) | 0.1766 | 0.165 | 0.0115 | -0.0499 | 0 | 0.0313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144581 | -98598 | -110422 | -881036 | -586587 | -470573 |
Profit Factor | 1.4942 | 2.1239 | 1.0549 | 0.973 | 0.8516 | 1.0623 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 46.0674 | 36.3636 | 55.5556 | 46.0674 | 36.3636 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.7493 | 3.7168 | 0.8439 | 1.1392 | 1.4903 | 0.8498 |
Largest Winning Trade | 355796 | 355796 | 68241 | 331738 | 331738 | 219756 |
Largest Losing Trade | -70146 | -34143 | -70146 | -357506 | -149216 | -357506 |
Avg Bars in Trades | 41 | 26 | 56 | 41 | 26 | 56 |
Avg Bars in Winners | 56 | 45 | 63 | 56 | 45 | 63 |
Avg Bars in Losers | 29 | 15 | 47 | 29 | 15 | 47 |
Bars Traded | 3698 | 1163 | 2536 | 3698 | 1163 | 2536 |
Profit Streak | 0 | 30.2553 | 0 | 0 | 30.2553 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306394 | 266292 | -343961 | -580403 | -583075 | -304030 |
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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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