Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753083.207 | 632366.5476 | 120716.6594 | 750319.4989 | -239769.8938 | 990089.3927 |
Total P&L (%) | 753.0832 | 632.3665 | 120.7167 | 750.3195 | -239.7699 | 990.0894 |
Avg Daily Profit (%) | 0.3867 | 0.3247 | 0.062 | 0.11 | 0 | 0.1227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191846 | -116663 | -75892 | -2350024 | -1655675 | -891409 |
Profit Factor | 2.1617 | 2.6771 | 1.4451 | 1.1632 | 0.9163 | 1.5716 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 41.25 | 32.5 | 50 | 41.25 | 32.5 | 50 |
Ratio Avg Win / Avg Loss | 3.0788 | 5.5601 | 1.4451 | 1.6567 | 1.9031 | 1.5716 |
Largest Winning Trade | 414504 | 414504 | 55896 | 987650 | 987650 | 858289 |
Largest Losing Trade | -42570 | -39982 | -42570 | -687309 | -687309 | -473786 |
Avg Bars in Trades | 68 | 65 | 71 | 68 | 65 | 71 |
Avg Bars in Winners | 97 | 82 | 106 | 97 | 82 | 106 |
Avg Bars in Losers | 48 | 57 | 36 | 48 | 57 | 36 |
Bars Traded | 5486 | 2614 | 2872 | 5486 | 2614 | 2872 |
Profit Streak | 192.8411 | 192.8411 | 335.5078 | 192.8411 | 192.8411 | 335.5078 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11996 | 316539 | -107768 | -111381 | -583418 | -24458 |
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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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