Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132899.268 | 93562.4637 | 39336.8042 | 132938.6414 | 57397.2615 | 75541.3799 |
Total P&L (%) | 132.8993 | 93.5625 | 39.3368 | 132.9386 | 57.3973 | 75.5414 |
Avg Daily Profit (%) | 1.5309 | 1.0778 | 0.4531 | 0.9788 | 0.5239 | 0.6503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32443 | -28505 | -7652 | -79014 | -71809 | -17196 |
Profit Factor | 2.0798 | 1.9371 | 2.6929 | 1.5647 | 1.2986 | 2.7486 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 43.75 | 30 | 57.5 | 43.75 | 30 | 57.5 |
Ratio Avg Win / Avg Loss | 2.674 | 4.52 | 1.9904 | 2.0117 | 3.03 | 2.0316 |
Largest Winning Trade | 113404 | 113404 | 19202 | 113388 | 113388 | 40972 |
Largest Losing Trade | -9462 | -9462 | -7579 | -25400 | -25400 | -17017 |
Avg Bars in Trades | 296 | 467 | 124 | 296 | 467 | 124 |
Avg Bars in Winners | 358 | 737 | 160 | 358 | 737 | 160 |
Avg Bars in Losers | 247 | 351 | 76 | 247 | 351 | 76 |
Bars Traded | 23693 | 18709 | 4984 | 23693 | 18709 | 4984 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10816 | 251030 | 421006 | -12437 | 37413 | 567666 |
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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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