Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133542.9563 | -28392.0663 | 161935.0226 | 18255.7524 | -99369.6487 | 117625.4012 |
Total P&L (%) | 133.543 | -28.3921 | 161.935 | 18.2558 | -99.3696 | 117.6254 |
Avg Daily Profit (%) | 0.1286 | -0.0273 | 0.1559 | 0.0161 | -0.4866 | 0.0749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131145 | -156468 | -43811 | -212553 | -203810 | -52527 |
Profit Factor | 1.3038 | 0.9152 | 2.5484 | 1.0397 | 0.7219 | 2.1412 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 62.5 | 62.5 | 62.5 | 62.5 | 62.5 | 62.5 |
Ratio Avg Win / Avg Loss | 0.7823 | 0.5491 | 1.529 | 0.6238 | 0.4331 | 1.2847 |
Largest Winning Trade | 27552 | 27552 | 22432 | 44986 | 44986 | 30655 |
Largest Losing Trade | -47056 | -47056 | -15392 | -104878 | -104878 | -16347 |
Avg Bars in Trades | 49 | 66 | 31 | 49 | 66 | 31 |
Avg Bars in Winners | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Losers | 80 | 123 | 37 | 80 | 123 | 37 |
Bars Traded | 3932 | 2654 | 1278 | 3932 | 2654 | 1278 |
Profit Streak | 95.9735 | 95.9735 | 142.4735 | 95.9735 | 95.9735 | 142.4735 |
Trades During Streak | 13 | 6 | 7 | 13 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43154 | -577648 | 548210 | -378107 | -577648 | -86868 |
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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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