Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134131.036 | -25626.0093 | 159757.0452 | 63931.9623 | -73013.7757 | 136945.738 |
Total P&L (%) | 134.131 | -25.626 | 159.757 | 63.932 | -73.0138 | 136.9457 |
Avg Daily Profit (%) | 0.1291 | -0.0247 | 0.1538 | 0.0476 | -0.126 | 0.0831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69307 | -120164 | -23153 | -96355 | -164281 | -17924 |
Profit Factor | 1.5394 | 0.8763 | 4.8456 | 1.2311 | 0.6977 | 4.8953 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
Profitability (%) | 77.5 | 72.5 | 82.5 | 77.5 | 72.5 | 82.5 |
Ratio Avg Win / Avg Loss | 0.4469 | 0.3324 | 1.0279 | 0.3574 | 0.2646 | 1.0384 |
Largest Winning Trade | 38591 | 38591 | 21512 | 38591 | 38591 | 19159 |
Largest Losing Trade | -63335 | -63335 | -16646 | -86144 | -86144 | -12860 |
Avg Bars in Trades | 46 | 62 | 31 | 46 | 62 | 31 |
Avg Bars in Winners | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Losers | 114 | 147 | 61 | 114 | 147 | 61 |
Bars Traded | 3759 | 2491 | 1268 | 3759 | 2491 | 1268 |
Profit Streak | 17.4556 | 17.4556 | 34.7056 | 17.4556 | 17.4556 | 34.7056 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39255 | -577265 | 698382 | -150227 | -577265 | -69846 |
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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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