Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246188.4909 | 224083.9665 | 22104.5243 | 70506.339 | 144319.5335 | -73813.1945 |
Total P&L (%) | 246.1885 | 224.084 | 22.1045 | 70.5063 | 144.3195 | -73.8132 |
Avg Daily Profit (%) | 0.2364 | 0.2151 | 0.0212 | 0.0512 | 0.0858 | -0.1286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97791 | -72124 | -83883 | -253305 | -154101 | -179260 |
Profit Factor | 1.6049 | 2.143 | 1.1048 | 1.0942 | 1.4105 | 0.8139 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 45 | 42.5 | 47.5 | 45 | 42.5 | 47.5 |
Ratio Avg Win / Avg Loss | 1.9616 | 2.8994 | 1.2211 | 1.3374 | 1.9083 | 0.8996 |
Largest Winning Trade | 216318 | 216318 | 47084 | 224081 | 224081 | 52618 |
Largest Losing Trade | -37896 | -22507 | -37896 | -59057 | -49457 | -59057 |
Avg Bars in Trades | 308 | 252 | 363 | 308 | 252 | 363 |
Avg Bars in Winners | 316 | 298 | 331 | 316 | 298 | 331 |
Avg Bars in Losers | 301 | 218 | 392 | 301 | 218 | 392 |
Bars Traded | 24658 | 10106 | 14552 | 24658 | 10106 | 14552 |
Profit Streak | 0 | 66.3131 | 0 | 0 | 66.3131 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14752 | 356728 | -276188 | -267091 | -78456 | -581722 |
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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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