Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83924.948 | 61627.922 | 22297.026 | 102359.9919 | 66951.5241 | 35408.4678 |
Total P&L (%) | 83.9249 | 61.6279 | 22.297 | 102.36 | 66.9515 | 35.4085 |
Avg Daily Profit (%) | 0.9668 | 0.7099 | 0.2568 | 0.8153 | 0.5922 | 0.3498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17583 | -11749 | -17185 | -21049 | -21049 | -17363 |
Profit Factor | 1.9109 | 2.448 | 1.4497 | 1.9679 | 2.204 | 1.7061 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 47.5 | 52.5 | 42.5 | 47.5 | 52.5 | 42.5 |
Ratio Avg Win / Avg Loss | 2.112 | 2.2149 | 1.9614 | 2.175 | 1.9941 | 2.3082 |
Largest Winning Trade | 40164 | 40164 | 13138 | 44642 | 44642 | 25944 |
Largest Losing Trade | -9422 | -9422 | -6564 | -21049 | -21049 | -6614 |
Avg Bars in Trades | 301 | 308 | 295 | 301 | 308 | 295 |
Avg Bars in Winners | 458 | 452 | 465 | 458 | 452 | 465 |
Avg Bars in Losers | 160 | 149 | 168 | 160 | 149 | 168 |
Bars Traded | 24136 | 12333 | 11803 | 24136 | 12333 | 11803 |
Profit Streak | 0 | 0 | 12.6187 | 0 | 0 | 12.6187 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10174 | 521699 | 55165 | -10195 | 481286 | 222368 |
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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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