Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272980.172 | 33564.5014 | 239415.6706 | 290876.6615 | -47532.8975 | 338409.559 |
Total P&L (%) | 272.9802 | 33.5645 | 239.4157 | 290.8767 | -47.5329 | 338.4096 |
Avg Daily Profit (%) | 0.1793 | 0.022 | 0.1572 | 0.0896 | -0.0423 | 0.0971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85255 | -84906 | -39064 | -310089 | -222308 | -172122 |
Profit Factor | 1.6659 | 1.1308 | 2.5619 | 1.2662 | 0.9207 | 1.6862 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 28 | 8 | 20 | 28 | 8 | 20 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 35 | 20 | 50 | 35 | 20 | 50 |
Ratio Avg Win / Avg Loss | 3.0937 | 4.523 | 2.5619 | 2.3515 | 3.6829 | 1.6862 |
Largest Winning Trade | 83958 | 83958 | 73119 | 155430 | 155430 | 115453 |
Largest Losing Trade | -19499 | -17902 | -19499 | -94038 | -51947 | -94038 |
Avg Bars in Trades | 73 | 52 | 95 | 73 | 52 | 95 |
Avg Bars in Winners | 158 | 142 | 165 | 158 | 142 | 165 |
Avg Bars in Losers | 27 | 29 | 24 | 27 | 29 | 24 |
Bars Traded | 5897 | 2094 | 3803 | 5897 | 2094 | 3803 |
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 | -19011 | -293612 | 438054 | -102010 | -629823 | -60107 |
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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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