Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427033.9735 | 166276.7765 | 260757.197 | 729964.3731 | 173907.435 | 556056.938 |
Total P&L (%) | 427.034 | 166.2768 | 260.7572 | 729.9644 | 173.9074 | 556.0569 |
Avg Daily Profit (%) | 0.2878 | 0.1121 | 0.1758 | 0.1427 | 0.0679 | 0.1269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65580 | -84981 | -43429 | -238768 | -174951 | -126737 |
Profit Factor | 1.9579 | 1.5567 | 2.7725 | 1.6461 | 1.2251 | 2.5568 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 41 | 26 | 15 | 41 | 26 | 15 |
Profitability (%) | 48.75 | 35 | 62.5 | 48.75 | 35 | 62.5 |
Ratio Avg Win / Avg Loss | 2.0583 | 2.891 | 1.6635 | 1.7305 | 2.2752 | 1.5341 |
Largest Winning Trade | 108506 | 108506 | 63297 | 287433 | 287433 | 184170 |
Largest Losing Trade | -37209 | -29038 | -37209 | -158095 | -158095 | -106816 |
Avg Bars in Trades | 52 | 45 | 58 | 52 | 45 | 58 |
Avg Bars in Winners | 68 | 50 | 78 | 68 | 50 | 78 |
Avg Bars in Losers | 36 | 43 | 25 | 36 | 43 | 25 |
Bars Traded | 4167 | 1829 | 2338 | 4167 | 1829 | 2338 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12172 | -46419 | 516721 | -23222 | -107291 | -16711 |
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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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