Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574824.1718 | 597406.906 | -22582.7342 | -34372.3656 | 121016.4418 | -155388.8074 |
Total P&L (%) | 574.8242 | 597.4069 | -22.5827 | -34.3724 | 121.0164 | -155.3888 |
Avg Daily Profit (%) | 0.3055 | 0.3175 | -0.012 | -0.0224 | 0.0422 | 0 |
Buy And Hold Return (%) | 40.8679 | 40.8679 | 40.8679 | 40.8679 | 40.8679 | 40.8679 |
Max Trade Drawdown | -283435 | -168252 | -138851 | -516709 | -333202 | -206379 |
Profit Factor | 1.7475 | 2.4272 | 0.9356 | 0.9535 | 1.2669 | 0.4558 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 51.25 | 52.5 | 50 | 51.25 | 52.5 | 50 |
Ratio Avg Win / Avg Loss | 1.6622 | 2.1961 | 0.9356 | 0.907 | 1.1463 | 0.4558 |
Largest Winning Trade | 333690 | 333690 | 43281 | 333690 | 333690 | 32383 |
Largest Losing Trade | -57164 | -57164 | -47690 | -266790 | -266790 | -83248 |
Avg Bars in Trades | 85 | 87 | 83 | 85 | 87 | 83 |
Avg Bars in Winners | 98 | 99 | 97 | 98 | 99 | 97 |
Avg Bars in Losers | 71 | 73 | 68 | 71 | 73 | 68 |
Bars Traded | 6820 | 3490 | 3330 | 6820 | 3490 | 3330 |
Profit Streak | 149.5241 | 159.2741 | 149.5241 | 149.5241 | 159.2741 | 149.5241 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9920 | 553378 | -579398 | -602950 | -138159 | -579398 |
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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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