Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1027447.8916 | 931401.548 | 96046.3435 | 28558.7424 | 139935.786 | -111377.0436 |
Total P&L (%) | 1027.4479 | 931.4015 | 96.0463 | 28.5587 | 139.9358 | -111.377 |
Avg Daily Profit (%) | 0.4317 | 0.3914 | 0.0404 | 0.0106 | 0.0368 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153199 | -124906 | -103308 | -1622816 | -1081061 | -1113855 |
Profit Factor | 2.4994 | 3.8011 | 1.2723 | 1.0086 | 1.0911 | 0.9376 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 51.25 | 47.5 | 55 | 51.25 | 47.5 | 55 |
Ratio Avg Win / Avg Loss | 2.3775 | 4.2012 | 1.041 | 0.9594 | 1.206 | 0.7671 |
Largest Winning Trade | 713666 | 713666 | 62862 | 356079 | 350765 | 356079 |
Largest Losing Trade | -89144 | -67286 | -89144 | -955217 | -893332 | -955217 |
Avg Bars in Trades | 115 | 127 | 102 | 115 | 127 | 102 |
Avg Bars in Winners | 151 | 171 | 134 | 151 | 171 | 134 |
Avg Bars in Losers | 76 | 88 | 63 | 76 | 88 | 63 |
Bars Traded | 9210 | 5105 | 4105 | 9210 | 5105 | 4105 |
Profit Streak | 64.6135 | 98.1135 | 64.6135 | 64.6135 | 98.1135 | 64.6135 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7392 | 612087 | -137429 | -416877 | -263655 | -579129 |
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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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