Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316634.4611 | 90921.2047 | 225713.2564 | 725757.8499 | 41280.0118 | 684477.8381 |
Total P&L (%) | 316.6345 | 90.9212 | 225.7133 | 725.7579 | 41.28 | 684.4778 |
Avg Daily Profit (%) | 0.2144 | 0.0616 | 0.1528 | 0.143 | 0.0234 | 0.1396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58943 | -60814 | -35100 | -410209 | -510345 | -172714 |
Profit Factor | 2.2733 | 1.5201 | 4.0559 | 1.6187 | 1.051 | 2.879 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 15 | 10 | 5 | 15 | 10 | 5 |
Profitability (%) | 81.25 | 75 | 87.5 | 81.25 | 75 | 87.5 |
Ratio Avg Win / Avg Loss | 0.5246 | 0.5067 | 0.5794 | 0.3735 | 0.3503 | 0.4113 |
Largest Winning Trade | 34793 | 34793 | 27631 | 183452 | 116384 | 183452 |
Largest Losing Trade | -58943 | -58943 | -35100 | -366312 | -366312 | -172714 |
Avg Bars in Trades | 31 | 40 | 22 | 31 | 40 | 22 |
Avg Bars in Winners | 16 | 18 | 14 | 16 | 18 | 14 |
Avg Bars in Losers | 97 | 106 | 80 | 97 | 106 | 80 |
Bars Traded | 2511 | 1608 | 903 | 2511 | 1608 | 903 |
Profit Streak | 0 | 0 | 259.6378 | 0 | 0 | 259.6378 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10195 | -107697 | 645523 | -20877 | -326496 | 100670 |
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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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