Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342785.4676 | 296751.3004 | 46034.1672 | -32015.6833 | 74284.141 | -106299.8242 |
Total P&L (%) | 342.7855 | 296.7513 | 46.0342 | -32.0157 | 74.2841 | -106.2998 |
Avg Daily Profit (%) | 0.183 | 0.1584 | 0.0246 | -0.0206 | 0.0297 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158689 | -68113 | -121109 | -104607 | -61998 | -97140 |
Profit Factor | 1.5421 | 2.0168 | 1.1352 | 0.9145 | 1.5637 | 0.562 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 54.878 | 46.3415 | 63.4146 | 54.878 | 46.3415 | 63.4146 |
Ratio Avg Win / Avg Loss | 1.2679 | 2.3353 | 0.6549 | 0.7519 | 1.8106 | 0.3242 |
Largest Winning Trade | 142849 | 142849 | 27358 | 64350 | 64350 | 20147 |
Largest Losing Trade | -82674 | -36768 | -82674 | -90444 | -24982 | -90444 |
Avg Bars in Trades | 42 | 42 | 41 | 42 | 42 | 41 |
Avg Bars in Winners | 42 | 43 | 42 | 42 | 43 | 42 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 3462 | 1749 | 1712 | 3462 | 1749 | 1712 |
Profit Streak | 55.8243 | 55.8243 | 76.8243 | 55.8243 | 55.8243 | 76.8243 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 67507 | 369821 | -232890 | -587941 | -151283 | -578445 |
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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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