Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213898.2275 | 4709.8292 | 209188.3984 | 176099.9093 | 44091.1634 | 132008.7459 |
Total P&L (%) | 213.8982 | 4.7098 | 209.1884 | 176.0999 | 44.0912 | 132.0087 |
Avg Daily Profit (%) | 0.2046 | 0.0045 | 0.2001 | 0.0972 | 0.0349 | 0.0805 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112733 | -86462 | -67214 | -134450 | -58478 | -102651 |
Profit Factor | 1.5783 | 1.0253 | 2.1385 | 1.4915 | 1.2827 | 1.6524 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 55 | 55 | 55 | 55 | 55 | 55 |
Ratio Avg Win / Avg Loss | 1.2913 | 0.8389 | 1.7497 | 1.2203 | 1.0495 | 1.352 |
Largest Winning Trade | 37290 | 28980 | 37290 | 54547 | 54547 | 33309 |
Largest Losing Trade | -45074 | -35903 | -45074 | -62014 | -27829 | -62014 |
Avg Bars in Trades | 72 | 48 | 96 | 72 | 48 | 96 |
Avg Bars in Winners | 73 | 42 | 103 | 73 | 42 | 103 |
Avg Bars in Losers | 71 | 56 | 87 | 71 | 56 | 87 |
Bars Traded | 5808 | 1956 | 3852 | 5808 | 1956 | 3852 |
Profit Streak | 124.1445 | 128.3112 | 124.1445 | 124.1445 | 128.3112 | 124.1445 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12035 | -544808 | 497517 | -83449 | -145966 | -81284 |
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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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