Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80860.9442 | 24145.8929 | 56715.0513 | 83191.2344 | 11556.3246 | 71634.9098 |
Total P&L (%) | 80.8609 | 24.1459 | 56.7151 | 83.1912 | 11.5563 | 71.6349 |
Avg Daily Profit (%) | 0.3105 | 0.0927 | 0.2178 | 0.2327 | 0.042 | 0.2076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57185 | -47614 | -38095 | -80225 | -72729 | -51535 |
Profit Factor | 1.4637 | 1.2972 | 1.6088 | 1.3635 | 1.1028 | 1.615 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 61.25 | 62.5 | 60 | 61.25 | 62.5 | 60 |
Ratio Avg Win / Avg Loss | 0.926 | 0.7783 | 1.0726 | 0.8626 | 0.6617 | 1.0767 |
Largest Winning Trade | 12954 | 12774 | 12954 | 19319 | 15181 | 19319 |
Largest Losing Trade | -28420 | -16817 | -28420 | -38693 | -28858 | -38693 |
Avg Bars in Trades | 308 | 338 | 278 | 308 | 338 | 278 |
Avg Bars in Winners | 264 | 302 | 223 | 264 | 302 | 223 |
Avg Bars in Losers | 378 | 398 | 359 | 378 | 398 | 359 |
Bars Traded | 24671 | 13545 | 11126 | 24671 | 13545 | 11126 |
Profit Streak | 26.6838 | 33.7776 | 26.6838 | 26.6838 | 33.7776 | 26.6838 |
Trades During Streak | 11 | 7 | 5 | 11 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13738 | -73052 | 370471 | -15015 | -361379 | 399668 |
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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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