Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516959.6089 | 390309.4362 | 126650.1727 | 629034.9109 | 536067.5829 | 92967.328 |
Total P&L (%) | 516.9596 | 390.3094 | 126.6502 | 629.0349 | 536.0676 | 92.9673 |
Avg Daily Profit (%) | 0.2261 | 0.1707 | 0.0554 | 0.0869 | 0.0809 | 0.0288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167806 | -127878 | -88021 | -1144048 | -887368 | -849011 |
Profit Factor | 1.9718 | 2.5463 | 1.4531 | 1.2008 | 1.3518 | 1.0578 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 40 | 42.5 | 37.5 | 40 | 42.5 | 37.5 |
Ratio Avg Win / Avg Loss | 2.9577 | 3.445 | 2.4218 | 1.8013 | 1.8288 | 1.763 |
Largest Winning Trade | 188526 | 188526 | 63713 | 815266 | 815266 | 458302 |
Largest Losing Trade | -39978 | -26350 | -39978 | -271813 | -204533 | -271813 |
Avg Bars in Trades | 110 | 83 | 137 | 110 | 83 | 137 |
Avg Bars in Winners | 204 | 140 | 275 | 204 | 140 | 275 |
Avg Bars in Losers | 47 | 40 | 54 | 47 | 40 | 54 |
Bars Traded | 8823 | 3320 | 5503 | 8823 | 3320 | 5503 |
Profit Streak | 76.7319 | 119.9819 | 0 | 76.7319 | 119.9819 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15102 | 356443 | -121663 | -103029 | -85283 | -315128 |
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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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