Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 737101.6512 | 611198.1084 | 125903.5428 | 1368030.1619 | -96786.8957 | 1464817.0576 |
Total P&L (%) | 737.1017 | 611.1981 | 125.9035 | 1368.0302 | -96.7869 | 1464.8171 |
Avg Daily Profit (%) | 0.3805 | 0.3155 | 0.065 | 0.1388 | -0.1773 | 0.1421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90560 | -95688 | -54666 | -756304 | -998186 | -503970 |
Profit Factor | 2.4144 | 3.0367 | 1.5695 | 1.3425 | 0.9595 | 1.914 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 40 | 32.5 | 47.5 | 40 | 32.5 | 47.5 |
Ratio Avg Win / Avg Loss | 3.6215 | 6.307 | 1.7348 | 2.0138 | 1.9929 | 2.1155 |
Largest Winning Trade | 329905 | 329905 | 50298 | 668455 | 573455 | 668455 |
Largest Losing Trade | -32086 | -32086 | -28716 | -443984 | -301414 | -443984 |
Avg Bars in Trades | 140 | 118 | 163 | 140 | 118 | 163 |
Avg Bars in Winners | 235 | 201 | 258 | 235 | 201 | 258 |
Avg Bars in Losers | 77 | 78 | 77 | 77 | 78 | 77 |
Bars Traded | 11263 | 4724 | 6539 | 11263 | 4724 | 6539 |
Profit Streak | 31.5833 | 31.75 | 0 | 31.5833 | 31.75 | 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 | -12946 | 309192 | -104257 | -33038 | -584237 | -276 |
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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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