Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326676.3173 | 8518.5738 | 318157.7435 | 1001564.4725 | -133724.5191 | 1135288.9916 |
Total P&L (%) | 326.6763 | 8.5186 | 318.1577 | 1001.5645 | -133.7245 | 1135.289 |
Avg Daily Profit (%) | 0.2119 | 0.0055 | 0.2064 | 0.1558 | 0 | 0.1632 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77492 | -40931 | -36890 | -308106 | -339147 | -161726 |
Profit Factor | 2.6208 | 1.0765 | 4.525 | 2.0288 | 0.7651 | 3.8081 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 51.25 | 40 | 62.5 | 51.25 | 40 | 62.5 |
Ratio Avg Win / Avg Loss | 2.4929 | 1.6148 | 2.715 | 1.9298 | 1.1476 | 2.2848 |
Largest Winning Trade | 65531 | 53626 | 65531 | 377392 | 195655 | 377392 |
Largest Losing Trade | -17582 | -16277 | -17582 | -95292 | -95292 | -66368 |
Avg Bars in Trades | 53 | 33 | 74 | 53 | 33 | 74 |
Avg Bars in Winners | 84 | 56 | 102 | 84 | 56 | 102 |
Avg Bars in Losers | 21 | 17 | 27 | 21 | 17 | 27 |
Bars Traded | 4290 | 1321 | 2969 | 4290 | 1321 | 2969 |
Profit Streak | 14.0442 | 14.0442 | 60.3775 | 14.0442 | 14.0442 | 60.3775 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9818 | -489705 | 655972 | -11024 | -582376 | 638759 |
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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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