Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277115.0907 | 311504.1223 | -34389.0316 | -75680.5458 | 12484.4774 | -88165.0232 |
Total P&L (%) | 277.1151 | 311.5041 | -34.389 | -75.6805 | 12.4845 | -88.165 |
Avg Daily Profit (%) | 0.1494 | 0.168 | -0.0185 | -0.0762 | 0.0063 | -0.115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266640 | -113724 | -198813 | -465248 | -329709 | -285764 |
Profit Factor | 1.3517 | 1.8972 | 0.922 | 0.9368 | 1.0217 | 0.8581 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 52.5 | 60 | 45 | 52.5 | 60 | 45 |
Ratio Avg Win / Avg Loss | 1.2229 | 1.2648 | 1.1269 | 0.8476 | 0.6811 | 1.0488 |
Largest Winning Trade | 243672 | 243672 | 53197 | 101907 | 74040 | 101907 |
Largest Losing Trade | -62066 | -61555 | -62066 | -203927 | -203927 | -139867 |
Avg Bars in Trades | 136 | 110 | 163 | 136 | 110 | 163 |
Avg Bars in Winners | 140 | 109 | 181 | 140 | 109 | 181 |
Avg Bars in Losers | 133 | 112 | 148 | 133 | 112 | 148 |
Bars Traded | 10943 | 4414 | 6529 | 10943 | 4414 | 6529 |
Profit Streak | 19.9966 | 0 | 65.1633 | 19.9966 | 0 | 65.1633 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16067 | 401851 | -580055 | -603675 | -469854 | -580055 |
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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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