Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 439143.0316 | 403877.5647 | 35265.4669 | 186309.2314 | 78498.1625 | 107811.069 |
Total P&L (%) | 439.143 | 403.8776 | 35.2655 | 186.3092 | 78.4982 | 107.8111 |
Avg Daily Profit (%) | 0.2268 | 0.2086 | 0.0182 | 0.0543 | 0.0299 | 0.0378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74922 | -35438 | -98970 | -257494 | -108516 | -182457 |
Profit Factor | 1.9249 | 3.6872 | 1.1087 | 1.2197 | 1.2535 | 1.2002 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 28.75 | 35 | 22.5 | 28.75 | 35 | 22.5 |
Ratio Avg Win / Avg Loss | 4.7704 | 6.8476 | 3.8188 | 3.0226 | 2.328 | 4.134 |
Largest Winning Trade | 339209 | 339209 | 67339 | 205608 | 122449 | 205608 |
Largest Losing Trade | -31560 | -21020 | -31560 | -95239 | -46511 | -95239 |
Avg Bars in Trades | 91 | 26 | 155 | 91 | 26 | 155 |
Avg Bars in Winners | 255 | 63 | 554 | 255 | 63 | 554 |
Avg Bars in Losers | 24 | 6 | 40 | 24 | 6 | 40 |
Bars Traded | 7299 | 1069 | 6230 | 7299 | 1069 | 6230 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25559 | 323974 | -311847 | -156710 | -157517 | -182647 |
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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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