Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83814.7825 | -11899.43 | 95714.2125 | 16549.8732 | -15115.2157 | 31665.0889 |
Total P&L (%) | 83.8148 | -11.8994 | 95.7142 | 16.5499 | -15.1152 | 31.6651 |
Avg Daily Profit (%) | 0.1609 | -0.0228 | 0.1838 | 0.0294 | -0.0315 | 0.0528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65716 | -16316 | -56302 | -106922 | -19793 | -95000 |
Profit Factor | 1.3266 | 0.587 | 1.4201 | 1.0467 | 0.5711 | 1.0992 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 47.5 | 42.5 | 52.5 | 47.5 | 42.5 | 52.5 |
Ratio Avg Win / Avg Loss | 1.4662 | 0.7942 | 1.2849 | 1.1569 | 0.7726 | 0.9945 |
Largest Winning Trade | 49849 | 2857 | 49849 | 50988 | 4203 | 50988 |
Largest Losing Trade | -44638 | -4457 | -44638 | -69939 | -4737 | -69939 |
Avg Bars in Trades | 308 | 4 | 611 | 308 | 4 | 611 |
Avg Bars in Winners | 457 | 4 | 823 | 457 | 4 | 823 |
Avg Bars in Losers | 173 | 4 | 377 | 173 | 4 | 377 |
Bars Traded | 24653 | 182 | 24471 | 24653 | 182 | 24471 |
Profit Streak | 18.6958 | 39.6958 | 18.6958 | 18.6958 | 39.6958 | 18.6958 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16719 | -582854 | 311219 | -356193 | -582854 | -238037 |
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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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