Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218565.6062 | 244943.7985 | -26378.1923 | 339669.9254 | 222229.7707 | 117440.1548 |
Total P&L (%) | 218.5656 | 244.9438 | -26.3782 | 339.6699 | 222.2298 | 117.4402 |
Avg Daily Profit (%) | 0.1753 | 0.1965 | -0.0212 | 0.1188 | 0.0939 | 0.0623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114107 | -47464 | -110463 | -72644 | -68405 | -43874 |
Profit Factor | 1.4194 | 2.6996 | 0.93 | 1.7649 | 2.4945 | 1.3976 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 65 | 31 | 34 | 61 | 29 | 32 |
Losing Trades | 15 | 9 | 6 | 19 | 11 | 8 |
Profitability (%) | 81.25 | 77.5 | 85 | 76.25 | 72.5 | 80 |
Ratio Avg Win / Avg Loss | 0.3276 | 0.7837 | 0.1641 | 0.5497 | 0.9462 | 0.3494 |
Largest Winning Trade | 39952 | 34836 | 39952 | 158378 | 72223 | 158378 |
Largest Losing Trade | -174469 | -47464 | -174469 | -174469 | -68405 | -174469 |
Avg Bars in Trades | 177 | 202 | 152 | 177 | 202 | 152 |
Avg Bars in Winners | 115 | 140 | 91 | 124 | 134 | 115 |
Avg Bars in Losers | 446 | 412 | 498 | 346 | 379 | 301 |
Bars Traded | 14190 | 8084 | 6106 | 14190 | 8084 | 6106 |
Profit Streak | 38.3536 | 164.1869 | 38.3536 | 38.3536 | 164.1869 | 38.3536 |
Trades During Streak | 5 | 8 | 2 | 5 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11395 | 541940 | -575386 | -52344 | -61200 | -105796 |
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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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