Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170752.8791 | -55840.0834 | 226592.9625 | 30654.3207 | -199330.3919 | 229984.7126 |
Total P&L (%) | 170.7529 | -55.8401 | 226.593 | 30.6543 | -199.3304 | 229.9847 |
Avg Daily Profit (%) | 0.112 | -0.0366 | 0.1486 | 0.0175 | 0 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117094 | -134486 | -76489 | -243067 | -262872 | -179202 |
Profit Factor | 1.3756 | 0.8124 | 2.4443 | 1.0336 | 0.6472 | 1.6624 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 70 | 70 | 70 | 70 | 70 | 70 |
Ratio Avg Win / Avg Loss | 0.5896 | 0.3482 | 1.0476 | 0.443 | 0.2774 | 0.7124 |
Largest Winning Trade | 38807 | 22245 | 38807 | 82503 | 43847 | 82503 |
Largest Losing Trade | -54975 | -54975 | -38832 | -96968 | -96818 | -96968 |
Avg Bars in Trades | 36 | 42 | 30 | 36 | 42 | 30 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 70 | 87 | 52 | 70 | 87 | 52 |
Bars Traded | 2927 | 1698 | 1229 | 2927 | 1698 | 1229 |
Profit Streak | 51.8619 | 159.8619 | 51.8619 | 51.8619 | 159.8619 | 51.8619 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63866 | -576716 | 468603 | -376979 | -576716 | -83880 |
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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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