Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410067.9864 | 419438.1722 | -9370.1857 | 45279.7961 | 173326.084 | -128046.2879 |
Total P&L (%) | 410.068 | 419.4382 | -9.3702 | 45.2798 | 173.3261 | -128.0463 |
Avg Daily Profit (%) | 0.164 | 0.1677 | -0.0037 | 0.0149 | 0.0402 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117559 | -66463 | -130415 | -392876 | -212801 | -193307 |
Profit Factor | 1.5561 | 2.3536 | 0.9781 | 1.0318 | 1.244 | 0.8209 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 41.25 | 45 | 37.5 | 41.25 | 45 | 37.5 |
Ratio Avg Win / Avg Loss | 2.2163 | 2.8766 | 1.6301 | 1.4695 | 1.5205 | 1.3682 |
Largest Winning Trade | 151603 | 151603 | 51738 | 157988 | 157988 | 97772 |
Largest Losing Trade | -62677 | -54882 | -62677 | -177238 | -177238 | -91324 |
Avg Bars in Trades | 90 | 56 | 123 | 90 | 56 | 123 |
Avg Bars in Winners | 151 | 83 | 233 | 151 | 83 | 233 |
Avg Bars in Losers | 47 | 35 | 57 | 47 | 35 | 57 |
Bars Traded | 7214 | 2279 | 4935 | 7214 | 2279 | 4935 |
Profit Streak | 33.9822 | 34.6488 | 0 | 33.9822 | 34.6488 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16565 | 376321 | -582833 | -386864 | -139711 | -583944 |
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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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