Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525766.975 | 410562.3745 | 115204.6005 | -1439290.1295 | -629496.1139 | -809794.0156 |
Total P&L (%) | 525.767 | 410.5624 | 115.2046 | -1439.2901 | -629.4961 | -809.794 |
Avg Daily Profit (%) | 0.3542 | 0.2766 | 0.0776 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181897 | -95582 | -173787 | -4561978 | -2538570 | -2900392 |
Profit Factor | 1.7887 | 2.4914 | 1.2944 | 0.8605 | 0.8725 | 0.8494 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 46 | 20 | 26 | 38 | 19 | 19 |
Losing Trades | 34 | 20 | 14 | 42 | 21 | 21 |
Profitability (%) | 57.5 | 50 | 65 | 47.5 | 47.5 | 47.5 |
Ratio Avg Win / Avg Loss | 1.3221 | 2.4914 | 0.697 | 0.951 | 0.9644 | 0.9388 |
Largest Winning Trade | 292001 | 292001 | 69960 | 1876030 | 962499 | 1876030 |
Largest Losing Trade | -173787 | -44293 | -173787 | -1642307 | -1642307 | -976365 |
Avg Bars in Trades | 106 | 86 | 125 | 106 | 86 | 125 |
Avg Bars in Winners | 113 | 83 | 137 | 108 | 91 | 125 |
Avg Bars in Losers | 95 | 89 | 104 | 103 | 82 | 125 |
Bars Traded | 8486 | 3456 | 5030 | 8486 | 3456 | 5030 |
Profit Streak | 52.4092 | 52.4092 | 80.9092 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9480 | 490158 | -88014 | -605527 | -581722 | -581722 |
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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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