Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135240.8747 | 88274.8871 | 46965.9876 | 154009.7986 | 156622.624 | -2612.8254 |
Total P&L (%) | 135.2409 | 88.2749 | 46.966 | 154.0098 | 156.6226 | -2.6128 |
Avg Daily Profit (%) | 0.5078 | 0.3315 | 0.1764 | 0.3507 | 0.3545 | -0.0099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52274 | -23000 | -70797 | -116768 | -30978 | -166814 |
Profit Factor | 1.5722 | 1.9224 | 1.3339 | 1.379 | 2.0475 | 0.9898 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.75 | 47.5 | 50 | 48.75 | 47.5 | 50 |
Ratio Avg Win / Avg Loss | 1.6529 | 2.1248 | 1.3339 | 1.4497 | 2.2631 | 0.9898 |
Largest Winning Trade | 44346 | 44346 | 32492 | 83935 | 83935 | 40941 |
Largest Losing Trade | -19296 | -8494 | -19296 | -48652 | -13463 | -48652 |
Avg Bars in Trades | 156 | 158 | 153 | 156 | 158 | 153 |
Avg Bars in Winners | 211 | 212 | 210 | 211 | 212 | 210 |
Avg Bars in Losers | 103 | 109 | 97 | 103 | 109 | 97 |
Bars Traded | 12481 | 6331 | 6150 | 12481 | 6331 | 6150 |
Profit Streak | 272.4488 | 0 | 294.1779 | 272.4488 | 0 | 294.1779 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11940 | 362679 | 220599 | -15576 | 378460 | -580757 |
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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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