Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290708.9871 | 264034.5302 | 26674.4569 | 37595.8009 | 71647.5934 | -34051.7926 |
Total P&L (%) | 290.709 | 264.0345 | 26.6745 | 37.5958 | 71.6476 | -34.0518 |
Avg Daily Profit (%) | 0.1702 | 0.1546 | 0.0156 | 0.0187 | 0.0316 | -0.0244 |
Buy And Hold Return (%) | 93.3063 | 93.3063 | 93.3063 | 93.3063 | 93.3063 | 93.3063 |
Max Trade Drawdown | -121361 | -56904 | -87968 | -147157 | -81235 | -102402 |
Profit Factor | 1.7453 | 2.0952 | 1.1791 | 1.1183 | 1.3858 | 0.742 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 61.25 | 60 | 62.5 | 61.25 | 60 | 62.5 |
Ratio Avg Win / Avg Loss | 1.1042 | 1.3968 | 0.7074 | 0.7075 | 0.9239 | 0.4452 |
Largest Winning Trade | 120098 | 120098 | 32034 | 61481 | 61481 | 15462 |
Largest Losing Trade | -85467 | -43120 | -85467 | -100850 | -60426 | -100850 |
Avg Bars in Trades | 60 | 105 | 15 | 60 | 105 | 15 |
Avg Bars in Winners | 30 | 48 | 13 | 30 | 48 | 13 |
Avg Bars in Losers | 107 | 191 | 19 | 107 | 191 | 19 |
Bars Traded | 4856 | 4222 | 634 | 4856 | 4222 | 634 |
Profit Streak | 64.0477 | 64.0477 | 70.0477 | 64.0477 | 64.0477 | 70.0477 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14512 | 314168 | -360505 | -446754 | -315576 | -578293 |
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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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