Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353006.8369 | 408092.2131 | -55085.3762 | -124651.7612 | -64276.9594 | -60374.8018 |
Total P&L (%) | 353.0068 | 408.0922 | -55.0854 | -124.6518 | -64.277 | -60.3748 |
Avg Daily Profit (%) | 0.1843 | 0.2131 | -0.0288 | 0 | -0.0537 | -0.0483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220012 | -80117 | -218368 | -311824 | -137213 | -206261 |
Profit Factor | 1.4184 | 2.4238 | 0.9011 | 0.8224 | 0.7703 | 0.857 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 54 | 25 | 29 | 38 | 22 | 16 |
Losing Trades | 37 | 20 | 17 | 53 | 23 | 30 |
Profitability (%) | 59.3407 | 55.5556 | 63.0435 | 41.7582 | 48.8889 | 34.7826 |
Ratio Avg Win / Avg Loss | 0.9719 | 1.939 | 0.5282 | 1.147 | 0.8053 | 1.6068 |
Largest Winning Trade | 200480 | 200480 | 53004 | 135285 | 38315 | 135285 |
Largest Losing Trade | -128594 | -41506 | -128594 | -80221 | -45109 | -80221 |
Avg Bars in Trades | 40 | 30 | 49 | 40 | 30 | 49 |
Avg Bars in Winners | 35 | 23 | 45 | 46 | 38 | 58 |
Avg Bars in Losers | 47 | 38 | 56 | 35 | 22 | 45 |
Bars Traded | 3663 | 1365 | 2298 | 3663 | 1365 | 2298 |
Profit Streak | 24.8729 | 26.8729 | 24.8729 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327856 | 492427 | -578470 | -582073 | -581144 | -583844 |
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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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