Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45216.264 | 1883.2354 | 43333.0285 | 48569.492 | -869.4332 | 49438.9252 |
Total P&L (%) | 45.2163 | 1.8832 | 43.333 | 48.5695 | -0.8694 | 49.4389 |
Avg Daily Profit (%) | 0.5209 | 0.0217 | 0.4992 | 0.4571 | -0.0101 | 0.4638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17555 | -13841 | -9443 | -21203 | -16510 | -11161 |
Profit Factor | 1.5559 | 1.0454 | 2.0862 | 1.4972 | 0.9826 | 2.0391 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 50 | 42.5 | 57.5 | 50 | 42.5 | 57.5 |
Ratio Avg Win / Avg Loss | 1.5559 | 1.4144 | 1.5419 | 1.4972 | 1.3295 | 1.5071 |
Largest Winning Trade | 21705 | 6047 | 21705 | 26496 | 7191 | 26496 |
Largest Losing Trade | -9443 | -5286 | -9443 | -11017 | -6223 | -11017 |
Avg Bars in Trades | 302 | 319 | 285 | 302 | 319 | 285 |
Avg Bars in Winners | 289 | 335 | 255 | 289 | 335 | 255 |
Avg Bars in Losers | 315 | 307 | 327 | 315 | 307 | 327 |
Bars Traded | 24194 | 12768 | 11426 | 24194 | 12768 | 11426 |
Profit Streak | 2.0318 | 0 | 3.4832 | 2.0318 | 0 | 3.4832 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16405 | -505030 | 380726 | -18122 | -583946 | 386119 |
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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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