Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167607.514 | 216353.4781 | -48745.9641 | -165221.8939 | 153501.1834 | -318723.0774 |
Total P&L (%) | 167.6075 | 216.3535 | -48.746 | -165.2219 | 153.5012 | -318.7231 |
Avg Daily Profit (%) | 0.1187 | 0.1532 | -0.0345 | 0 | 0.0659 | 0 |
Buy And Hold Return (%) | 18.525 | 18.525 | 18.525 | 18.525 | 18.525 | 18.525 |
Max Trade Drawdown | -150884 | -93563 | -153100 | -743291 | -226921 | -707691 |
Profit Factor | 1.3189 | 2.386 | 0.8681 | 0.873 | 1.3474 | 0.6291 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 48 | 25 | 23 | 34 | 17 | 17 |
Losing Trades | 32 | 15 | 17 | 46 | 23 | 23 |
Profitability (%) | 60 | 62.5 | 57.5 | 42.5 | 42.5 | 42.5 |
Ratio Avg Win / Avg Loss | 0.8792 | 1.4316 | 0.6416 | 1.1812 | 1.8229 | 0.8512 |
Largest Winning Trade | 41925 | 40556 | 41925 | 231910 | 231910 | 199581 |
Largest Losing Trade | -142715 | -69787 | -142715 | -442661 | -54282 | -442661 |
Avg Bars in Trades | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Winners | 24 | 24 | 23 | 40 | 42 | 39 |
Avg Bars in Losers | 46 | 44 | 47 | 27 | 24 | 29 |
Bars Traded | 2628 | 1276 | 1352 | 2628 | 1276 | 1352 |
Profit Streak | 492.475 | 0 | 543.975 | 0 | 511.475 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57679 | 442921 | -578425 | -605805 | -105791 | -583666 |
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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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