Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379798.9389 | 320712.6355 | 59086.3035 | -91336.0237 | 284785.379 | -376121.4026 |
Total P&L (%) | 379.7989 | 320.7126 | 59.0863 | -91.336 | 284.7854 | -376.1214 |
Avg Daily Profit (%) | 0.2009 | 0.1696 | 0.0313 | -0.1293 | 0.0713 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -288655 | -100081 | -247203 | -611143 | -4228 | -607830 |
Profit Factor | 1.6798 | 2.3603 | 1.1829 | 0.8519 | 39.7631 | 0.3827 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 55 | 27 | 28 | 55 | 26 | 29 |
Losing Trades | 25 | 13 | 12 | 25 | 14 | 11 |
Profitability (%) | 68.75 | 67.5 | 70 | 68.75 | 65 | 72.5 |
Ratio Avg Win / Avg Loss | 0.7635 | 1.1365 | 0.507 | 0.3872 | 21.4109 | 0.1452 |
Largest Winning Trade | 84495 | 84495 | 45470 | 95758 | 95758 | 81439 |
Largest Losing Trade | -104703 | -54476 | -104703 | -607830 | -3313 | -607830 |
Avg Bars in Trades | 133 | 149 | 117 | 133 | 149 | 117 |
Avg Bars in Winners | 109 | 119 | 100 | 113 | 122 | 104 |
Avg Bars in Losers | 185 | 211 | 158 | 179 | 199 | 153 |
Bars Traded | 10695 | 5985 | 4710 | 10695 | 5985 | 4710 |
Profit Streak | 209.9683 | 209.9683 | 324.3016 | 209.9683 | 209.9683 | 324.3016 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11576 | 518470 | -168789 | -600387 | -85596 | -576426 |
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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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