Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 273358.5447 | 36539.9094 | 236818.6353 | 292427.8373 | -184437.5328 | 476865.3701 |
Total P&L (%) | 273.3585 | 36.5399 | 236.8186 | 292.4278 | -184.4375 | 476.8654 |
Avg Daily Profit (%) | 0.1791 | 0.0239 | 0.1551 | 0.0896 | 0 | 0.1149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102040 | -68750 | -60125 | -368308 | -323589 | -190299 |
Profit Factor | 1.6683 | 1.1359 | 2.6898 | 1.2332 | 0.7746 | 2.0951 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 56.25 | 45 | 67.5 | 56.25 | 45 | 67.5 |
Ratio Avg Win / Avg Loss | 1.2976 | 1.3883 | 1.2951 | 0.9592 | 0.9468 | 1.0088 |
Largest Winning Trade | 88422 | 88422 | 57496 | 144534 | 144534 | 115578 |
Largest Losing Trade | -34557 | -34557 | -25526 | -134109 | -134109 | -107150 |
Avg Bars in Trades | 35 | 25 | 45 | 35 | 25 | 45 |
Avg Bars in Winners | 41 | 23 | 53 | 41 | 23 | 53 |
Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
Bars Traded | 2870 | 1031 | 1839 | 2870 | 1031 | 1839 |
Profit Streak | 0 | 0 | 163.0584 | 0 | 0 | 163.0584 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13476 | -236104 | 537734 | -98293 | -582416 | -33098 |
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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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