Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68462.3602 | 14335.644 | 54126.7161 | 51286.2306 | -2052.0612 | 53338.2918 |
Total P&L (%) | 68.4624 | 14.3356 | 54.1267 | 51.2862 | -2.0521 | 53.3383 |
Avg Daily Profit (%) | 0.2629 | 0.055 | 0.2078 | 0.1591 | -0.008 | 0.1643 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59175 | -35563 | -46133 | -63595 | -43670 | -44855 |
Profit Factor | 1.338 | 1.1266 | 1.6059 | 1.2359 | 0.9837 | 1.5851 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 72.5 | 67.5 | 77.5 | 72.5 | 67.5 | 77.5 |
Ratio Avg Win / Avg Loss | 0.5075 | 0.5425 | 0.4662 | 0.4688 | 0.4737 | 0.4602 |
Largest Winning Trade | 15497 | 10024 | 15497 | 15038 | 9733 | 15038 |
Largest Losing Trade | -29793 | -22282 | -29793 | -28727 | -25851 | -28727 |
Avg Bars in Trades | 308 | 335 | 281 | 308 | 335 | 281 |
Avg Bars in Winners | 182 | 172 | 190 | 182 | 172 | 190 |
Avg Bars in Losers | 642 | 674 | 595 | 642 | 674 | 595 |
Bars Traded | 24700 | 13428 | 11272 | 24700 | 13428 | 11272 |
Profit Streak | 2.7132 | 2.7132 | 17.057 | 2.7132 | 2.7132 | 17.057 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16217 | -233708 | 365653 | -18873 | -581293 | 346677 |
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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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