Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264371.9545 | 89042.9535 | 175329.001 | 195435.4806 | 62883.1801 | 132552.3005 |
Total P&L (%) | 264.372 | 89.043 | 175.329 | 195.4355 | 62.8832 | 132.5523 |
Avg Daily Profit (%) | 0.2572 | 0.0866 | 0.1706 | 0.1054 | 0.0475 | 0.0821 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147893 | -96511 | -96439 | -230874 | -121099 | -206002 |
Profit Factor | 1.6361 | 1.3702 | 2.0015 | 1.3539 | 1.2269 | 1.482 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 58.75 | 50 | 67.5 | 58.75 | 50 | 67.5 |
Ratio Avg Win / Avg Loss | 1.1488 | 1.3702 | 0.9637 | 0.9506 | 1.2269 | 0.7136 |
Largest Winning Trade | 77016 | 77016 | 24233 | 77740 | 77740 | 45412 |
Largest Losing Trade | -64730 | -38040 | -64730 | -170096 | -45365 | -170096 |
Avg Bars in Trades | 70 | 85 | 55 | 70 | 85 | 55 |
Avg Bars in Winners | 51 | 52 | 49 | 51 | 52 | 49 |
Avg Bars in Losers | 98 | 118 | 66 | 98 | 118 | 66 |
Bars Traded | 5645 | 3432 | 2213 | 5645 | 3432 | 2213 |
Profit Streak | 93.6866 | 93.6866 | 107.1866 | 93.6866 | 93.6866 | 107.1866 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10660 | -75374 | 437727 | -74239 | -128922 | -80005 |
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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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