Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479710.5355 | 339393.9806 | 140316.5549 | 506547.314 | 283408.4241 | 223138.8899 |
Total P&L (%) | 479.7105 | 339.394 | 140.3166 | 506.5473 | 283.4084 | 223.1389 |
Avg Daily Profit (%) | 0.3541 | 0.2505 | 0.1036 | 0.1332 | 0.0993 | 0.0866 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173414 | -116354 | -98090 | -1528985 | -1385238 | -939983 |
Profit Factor | 1.8292 | 2.1141 | 1.5123 | 1.1233 | 1.1209 | 1.1264 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 65 | 57.5 | 72.5 | 65 | 57.5 | 72.5 |
Ratio Avg Win / Avg Loss | 0.985 | 1.5626 | 0.5736 | 0.6048 | 0.8285 | 0.4273 |
Largest Winning Trade | 65982 | 65982 | 49128 | 520022 | 520022 | 286432 |
Largest Losing Trade | -66842 | -43352 | -66842 | -617616 | -504789 | -617616 |
Avg Bars in Trades | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Winners | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 3904 | 1951 | 1953 | 3904 | 1951 | 1953 |
Profit Streak | 103.0242 | 103.0242 | 152.0242 | 103.0242 | 103.0242 | 152.0242 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10452 | 519451 | -50657 | -121541 | -147330 | -156125 |
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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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