Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445986.2581 | 420694.0895 | 25292.1686 | 50743.3771 | 62210.2113 | -11466.8342 |
Total P&L (%) | 445.9863 | 420.6941 | 25.2922 | 50.7434 | 62.2102 | -11.4668 |
Avg Daily Profit (%) | 0.1899 | 0.1792 | 0.0108 | 0.0175 | 0.0206 | -0.0052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236558 | -62108 | -174789 | -217878 | -91174 | -183316 |
Profit Factor | 1.7276 | 2.2778 | 1.0892 | 1.0752 | 1.1837 | 0.9659 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 46.25 | 42.5 | 50 | 46.25 | 42.5 | 50 |
Ratio Avg Win / Avg Loss | 2.0078 | 3.0817 | 1.0892 | 1.2495 | 1.6014 | 0.9659 |
Largest Winning Trade | 260757 | 260757 | 62082 | 82489 | 82489 | 66141 |
Largest Losing Trade | -57328 | -42207 | -57328 | -81668 | -32010 | -81668 |
Avg Bars in Trades | 169 | 184 | 154 | 169 | 184 | 154 |
Avg Bars in Winners | 227 | 261 | 199 | 227 | 261 | 199 |
Avg Bars in Losers | 119 | 127 | 109 | 119 | 127 | 109 |
Bars Traded | 13557 | 7377 | 6180 | 13557 | 7377 | 6180 |
Profit Streak | 0 | 0 | 84.3798 | 0 | 0 | 84.3798 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14426 | 320072 | -303843 | -333839 | -186141 | -580191 |
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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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