Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339428.8209 | 182582.6791 | 156846.1418 | 94058.0108 | -363930.1779 | 457988.1886 |
Total P&L (%) | 339.4288 | 182.5827 | 156.8461 | 94.058 | -363.9302 | 457.9882 |
Avg Daily Profit (%) | 0.2037 | 0.1096 | 0.0941 | 0.0398 | 0 | 0.1032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200036 | -128685 | -86954 | -1993809 | -1134128 | -1255344 |
Profit Factor | 1.5944 | 1.5221 | 1.7088 | 1.0181 | 0.8797 | 1.2107 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 56.6265 | 51.2195 | 61.9048 | 56.6265 | 51.2195 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.2213 | 1.4496 | 1.0516 | 0.7798 | 0.8378 | 0.745 |
Largest Winning Trade | 183336 | 183336 | 68368 | 636672 | 376768 | 636672 |
Largest Losing Trade | -50519 | -46639 | -50519 | -862196 | -461833 | -862196 |
Avg Bars in Trades | 37 | 48 | 26 | 37 | 48 | 26 |
Avg Bars in Winners | 38 | 51 | 28 | 38 | 51 | 28 |
Avg Bars in Losers | 36 | 46 | 22 | 36 | 46 | 22 |
Bars Traded | 3127 | 2008 | 1119 | 3127 | 2008 | 1119 |
Profit Streak | 42.6935 | 42.6935 | 80.1935 | 42.6935 | 42.6935 | 80.1935 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379446 | -44495 | -61873 | -341023 | -580032 | -53996 |
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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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