Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384265.1938 | 193259.5816 | 191005.6122 | -4167494.1477 | -1565194.3898 | -2602299.7579 |
Total P&L (%) | 384.2652 | 193.2596 | 191.0056 | -4167.4941 | -1565.1944 | -2602.2998 |
Avg Daily Profit (%) | 0.3721 | 0.1871 | 0.185 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203262 | -80681 | -166895 | -5522108 | -2269356 | -3931314 |
Profit Factor | 1.8003 | 1.9026 | 1.7179 | 0.4525 | 0.4925 | 0.4253 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 20 | 30 | 44 | 20 | 24 |
Losing Trades | 30 | 20 | 10 | 36 | 20 | 16 |
Profitability (%) | 62.5 | 50 | 75 | 55 | 50 | 60 |
Ratio Avg Win / Avg Loss | 1.0802 | 1.9026 | 0.5726 | 0.3702 | 0.4925 | 0.2835 |
Largest Winning Trade | 66305 | 66305 | 46134 | 459220 | 202724 | 459220 |
Largest Losing Trade | -166895 | -39840 | -166895 | -2383439 | -1132131 | -2383439 |
Avg Bars in Trades | 71 | 51 | 92 | 71 | 51 | 92 |
Avg Bars in Winners | 76 | 49 | 94 | 79 | 55 | 100 |
Avg Bars in Losers | 63 | 52 | 83 | 61 | 47 | 79 |
Bars Traded | 5732 | 2052 | 3680 | 5732 | 2052 | 3680 |
Profit Streak | 26.084 | 0 | 153.084 | 0 | 65.084 | 0 |
Trades During Streak | 1 | 0 | 6 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9941 | 401456 | 456548 | -603907 | -580190 | -579453 |
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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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