Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290735.9653 | 86742.4456 | 203993.5197 | 83880.7149 | 53479.2013 | 30401.5137 |
Total P&L (%) | 290.736 | 86.7424 | 203.9935 | 83.8807 | 53.4792 | 30.4015 |
Avg Daily Profit (%) | 0.2258 | 0.0674 | 0.1584 | 0.0473 | 0.0333 | 0.0206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115695 | -88922 | -86244 | -149974 | -31425 | -120366 |
Profit Factor | 1.5795 | 1.374 | 1.7562 | 1.2282 | 1.4148 | 1.1274 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 26 | 17 | 9 | 26 | 17 | 9 |
Profitability (%) | 67.5 | 57.5 | 77.5 | 67.5 | 57.5 | 77.5 |
Ratio Avg Win / Avg Loss | 0.7605 | 1.0156 | 0.5099 | 0.5913 | 1.0457 | 0.3273 |
Largest Winning Trade | 71350 | 71350 | 52222 | 44325 | 33247 | 44325 |
Largest Losing Trade | -69461 | -42259 | -69461 | -112841 | -37342 | -112841 |
Avg Bars in Trades | 30 | 27 | 34 | 30 | 27 | 34 |
Avg Bars in Winners | 23 | 17 | 28 | 23 | 17 | 28 |
Avg Bars in Losers | 45 | 40 | 55 | 45 | 40 | 55 |
Bars Traded | 2468 | 1087 | 1381 | 2468 | 1087 | 1381 |
Profit Streak | 20.6307 | 0 | 143.1307 | 20.6307 | 0 | 143.1307 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12710 | -101161 | 461693 | -152411 | -147472 | -245458 |
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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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