Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476664.357 | 526426.3929 | -49762.0359 | -49432.4469 | 158878.8931 | -208311.3399 |
Total P&L (%) | 476.6644 | 526.4264 | -49.762 | -49.4324 | 158.8789 | -208.3113 |
Avg Daily Profit (%) | 0.2537 | 0.2802 | -0.0265 | -0.0363 | 0.0506 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -385809 | -217098 | -207343 | -537417 | -326796 | -243275 |
Profit Factor | 1.5993 | 2.2855 | 0.8711 | 0.9259 | 1.4447 | 0.3276 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 47.619 | 42.8571 | 52.381 | 47.619 | 42.8571 | 52.381 |
Ratio Avg Win / Avg Loss | 1.7592 | 3.0473 | 0.7919 | 1.0185 | 1.9262 | 0.2978 |
Largest Winning Trade | 291843 | 291843 | 37406 | 340796 | 340796 | 46784 |
Largest Losing Trade | -65845 | -34429 | -65845 | -176538 | -166576 | -176538 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 54 | 58 | 50 | 54 | 58 | 50 |
Avg Bars in Losers | 32 | 35 | 29 | 32 | 35 | 29 |
Bars Traded | 3614 | 1902 | 1712 | 3614 | 1902 | 1712 |
Profit Streak | 162.3339 | 200.3339 | 162.3339 | 162.3339 | 200.3339 | 162.3339 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424246 | 421222 | -579460 | -578430 | -124587 | -579460 |
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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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