Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675405.3807 | 576070.4942 | 99334.8865 | 361701.2292 | -165006.4569 | 526707.6861 |
Total P&L (%) | 675.4054 | 576.0705 | 99.3349 | 361.7012 | -165.0065 | 526.7077 |
Avg Daily Profit (%) | 0.2868 | 0.2446 | 0.0422 | 0.065 | 0 | 0.078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141506 | -92093 | -197433 | -389280 | -451135 | -192267 |
Profit Factor | 1.9057 | 2.5158 | 1.2716 | 1.2216 | 0.8478 | 1.9619 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 42.5 | 37.5 | 47.5 | 42.5 | 37.5 | 47.5 |
Ratio Avg Win / Avg Loss | 2.5783 | 4.1931 | 1.4055 | 1.6528 | 1.4131 | 2.1685 |
Largest Winning Trade | 242745 | 242745 | 58157 | 312921 | 234102 | 312921 |
Largest Losing Trade | -45597 | -42977 | -45597 | -343927 | -343927 | -80723 |
Avg Bars in Trades | 172 | 194 | 151 | 172 | 194 | 151 |
Avg Bars in Winners | 266 | 285 | 250 | 266 | 285 | 250 |
Avg Bars in Losers | 103 | 138 | 61 | 103 | 138 | 61 |
Bars Traded | 13815 | 7760 | 6055 | 13815 | 7760 | 6055 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14296 | 301751 | -137595 | -132140 | -583944 | -85649 |
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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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