Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116399.9313 | -47935.8804 | 164335.8117 | 33808.825 | -102406.6577 | 136215.4827 |
Total P&L (%) | 116.3999 | -47.9359 | 164.3358 | 33.8088 | -102.4067 | 136.2155 |
Avg Daily Profit (%) | 0.1117 | -0.046 | 0.1577 | 0.028 | 0 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69789 | -120550 | -27633 | -122975 | -165533 | -36718 |
Profit Factor | 1.5241 | 0.7455 | 5.8706 | 1.1226 | 0.5595 | 4.1527 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 19 | 13 | 6 | 19 | 13 | 6 |
Profitability (%) | 76.25 | 67.5 | 85 | 76.25 | 67.5 | 85 |
Ratio Avg Win / Avg Loss | 0.4747 | 0.3589 | 1.036 | 0.3497 | 0.2694 | 0.7328 |
Largest Winning Trade | 17213 | 15124 | 17213 | 19765 | 14825 | 19765 |
Largest Losing Trade | -69611 | -69611 | -27633 | -87532 | -87532 | -36718 |
Avg Bars in Trades | 47 | 59 | 35 | 47 | 59 | 35 |
Avg Bars in Winners | 24 | 21 | 26 | 24 | 21 | 26 |
Avg Bars in Losers | 121 | 138 | 86 | 121 | 138 | 86 |
Bars Traded | 3777 | 2364 | 1413 | 3777 | 2364 | 1413 |
Profit Streak | 3.7509 | 0 | 27.0009 | 3.7509 | 0 | 27.0009 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64623 | -578481 | 741602 | -266159 | -578481 | -72356 |
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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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