Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258044.2937 | 27455.5422 | 230588.7515 | 204257.4441 | -10225.7233 | 214483.1675 |
Total P&L (%) | 258.0443 | 27.4555 | 230.5888 | 204.2574 | -10.2257 | 214.4832 |
Avg Daily Profit (%) | 0.1693 | 0.018 | 0.1513 | 0.073 | -0.0071 | 0.0752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105239 | -91273 | -50118 | -119379 | -106630 | -88389 |
Profit Factor | 1.5859 | 1.099 | 2.4133 | 1.298 | 0.974 | 1.7327 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 30 | 10 | 20 | 30 | 10 | 20 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 37.5 | 25 | 50 | 37.5 | 25 | 50 |
Ratio Avg Win / Avg Loss | 2.6432 | 3.2971 | 2.4133 | 2.1633 | 2.9219 | 1.7327 |
Largest Winning Trade | 72526 | 72526 | 71369 | 101285 | 101285 | 75984 |
Largest Losing Trade | -33566 | -24985 | -33566 | -88389 | -35875 | -88389 |
Avg Bars in Trades | 223 | 180 | 265 | 223 | 180 | 265 |
Avg Bars in Winners | 375 | 333 | 396 | 375 | 333 | 396 |
Avg Bars in Losers | 131 | 129 | 134 | 131 | 129 | 134 |
Bars Traded | 17849 | 7226 | 10623 | 17849 | 7226 | 10623 |
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 | -18337 | -312409 | 425905 | -122893 | -607786 | -89231 |
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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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