Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145641.064 | -14746.4885 | 160387.5524 | 32524.1821 | -70546.7063 | 103070.8884 |
Total P&L (%) | 145.6411 | -14.7465 | 160.3876 | 32.5242 | -70.5467 | 103.0709 |
Avg Daily Profit (%) | 0.141 | -0.0143 | 0.1552 | 0.0273 | -0.1182 | 0.0686 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84817 | -88877 | -17817 | -97239 | -127542 | -12261 |
Profit Factor | 1.6743 | 0.9218 | 6.84 | 1.1514 | 0.6367 | 6.007 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 81.25 | 80 | 82.5 | 81.25 | 80 | 82.5 |
Ratio Avg Win / Avg Loss | 0.3864 | 0.2304 | 1.4509 | 0.2657 | 0.1592 | 1.2742 |
Largest Winning Trade | 20745 | 18728 | 20745 | 15105 | 15105 | 13469 |
Largest Losing Trade | -67681 | -67681 | -17024 | -74220 | -74220 | -11734 |
Avg Bars in Trades | 46 | 65 | 27 | 46 | 65 | 27 |
Avg Bars in Winners | 21 | 26 | 16 | 21 | 26 | 16 |
Avg Bars in Losers | 156 | 220 | 82 | 156 | 220 | 82 |
Bars Traded | 3738 | 2623 | 1115 | 3738 | 2623 | 1115 |
Profit Streak | 6.4032 | 0 | 18.1532 | 6.4032 | 0 | 18.1532 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23271 | -576860 | 742263 | -233757 | -576860 | -87983 |
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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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