Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181093.0689 | 121894.9129 | 59198.156 | 230345.6799 | 169283.7166 | 61061.9633 |
Total P&L (%) | 181.0931 | 121.8949 | 59.1982 | 230.3457 | 169.2837 | 61.062 |
Avg Daily Profit (%) | 0.3477 | 0.234 | 0.1137 | 0.2297 | 0.1904 | 0.0916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98417 | -61896 | -40138 | -79309 | -42875 | -86247 |
Profit Factor | 1.6421 | 1.8639 | 1.42 | 1.6209 | 2.0805 | 1.2849 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 72.5 | 75 | 70 | 72.5 | 75 | 70 |
Ratio Avg Win / Avg Loss | 0.6229 | 0.6213 | 0.6086 | 0.6148 | 0.6935 | 0.5507 |
Largest Winning Trade | 35783 | 35783 | 15429 | 46807 | 46807 | 26227 |
Largest Losing Trade | -31948 | -31227 | -31948 | -58952 | -38180 | -58952 |
Avg Bars in Trades | 308 | 316 | 300 | 308 | 316 | 300 |
Avg Bars in Winners | 171 | 189 | 150 | 171 | 189 | 150 |
Avg Bars in Losers | 671 | 697 | 649 | 671 | 697 | 649 |
Bars Traded | 24696 | 12675 | 12021 | 24696 | 12675 | 12021 |
Profit Streak | 32.0904 | 32.0904 | 52.0279 | 32.0904 | 32.0904 | 52.0279 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10401 | 445296 | -39299 | -11451 | 446914 | -69478 |
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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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