Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353796.5375 | 332579.4904 | 21217.0471 | -74155.9378 | -488581.5582 | 414425.6204 |
Total P&L (%) | 353.7965 | 332.5795 | 21.217 | -74.1559 | -488.5816 | 414.4256 |
Avg Daily Profit (%) | 0.2387 | 0.2244 | 0.0143 | -0.0913 | 0 | 0.1106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245108 | -165250 | -126122 | -876366 | -827631 | -146786 |
Profit Factor | 1.5335 | 1.809 | 1.0842 | 0.9451 | 0.549 | 2.5554 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 48.75 | 45 | 52.5 | 48.75 | 45 | 52.5 |
Ratio Avg Win / Avg Loss | 1.6121 | 2.2111 | 0.9809 | 0.9935 | 0.671 | 2.312 |
Largest Winning Trade | 428326 | 428326 | 28079 | 289089 | 289089 | 172799 |
Largest Losing Trade | -70262 | -70262 | -44378 | -623697 | -623697 | -48604 |
Avg Bars in Trades | 36 | 47 | 24 | 36 | 47 | 24 |
Avg Bars in Winners | 34 | 44 | 24 | 34 | 44 | 24 |
Avg Bars in Losers | 37 | 49 | 24 | 37 | 49 | 24 |
Bars Traded | 2886 | 1899 | 987 | 2886 | 1899 | 987 |
Profit Streak | 33.9308 | 33.9308 | 38.4308 | 33.9308 | 33.9308 | 38.4308 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12243 | 355920 | -307789 | -603595 | -582152 | -38877 |
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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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