Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454150.4764 | 430530.6339 | 23619.8425 | -13054.7518 | 7588.7202 | -20643.472 |
Total P&L (%) | 454.1505 | 430.5306 | 23.6198 | -13.0548 | 7.5887 | -20.6435 |
Avg Daily Profit (%) | 0.1977 | 0.1875 | 0.0103 | -0.0061 | 0.0032 | -0.0101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143032 | -142972 | -105643 | -286855 | -339586 | -170436 |
Profit Factor | 1.6754 | 2.3389 | 1.0673 | 0.9906 | 1.01 | 0.9672 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 1.6754 | 2.3389 | 1.0673 | 0.9906 | 1.01 | 0.9672 |
Largest Winning Trade | 317751 | 317751 | 51451 | 217171 | 217171 | 109553 |
Largest Losing Trade | -59916 | -43053 | -59916 | -146812 | -119388 | -146812 |
Avg Bars in Trades | 82 | 72 | 91 | 82 | 72 | 91 |
Avg Bars in Winners | 104 | 88 | 120 | 104 | 88 | 120 |
Avg Bars in Losers | 60 | 57 | 62 | 60 | 57 | 62 |
Bars Traded | 6596 | 2919 | 3677 | 6596 | 2919 | 3677 |
Profit Streak | 46.2938 | 46.2938 | 78.6271 | 46.2938 | 46.2938 | 78.6271 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12013 | 451946 | -329468 | -603567 | -563229 | -580192 |
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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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