Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 17621.6174 | -8105.1488 | 25726.7662 | 15099.7948 | -14257.6073 | 29357.4021 |
Total P&L (%) | 17.6216 | -8.1051 | 25.7268 | 15.0998 | -14.2576 | 29.3574 |
Avg Daily Profit (%) | 0.3384 | -0.1556 | 0.494 | 0.2704 | -0.2949 | 0.4955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21911 | -27332 | -8170 | -29121 | -36308 | -11680 |
Profit Factor | 1.2565 | 0.8299 | 2.2218 | 1.1633 | 0.7741 | 1.9994 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 55 | 52.5 | 57.5 | 55 | 52.5 | 57.5 |
Ratio Avg Win / Avg Loss | 1.028 | 0.7509 | 1.6422 | 0.9518 | 0.7003 | 1.4778 |
Largest Winning Trade | 10914 | 10914 | 7290 | 12328 | 12328 | 9134 |
Largest Losing Trade | -9220 | -9220 | -7165 | -13054 | -13054 | -10239 |
Avg Bars in Trades | 297 | 216 | 378 | 297 | 216 | 378 |
Avg Bars in Winners | 180 | 112 | 243 | 180 | 112 | 243 |
Avg Bars in Losers | 439 | 331 | 560 | 439 | 331 | 560 |
Bars Traded | 23792 | 8672 | 15120 | 23792 | 8672 | 15120 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25039 | -582482 | 353321 | -69712 | -582482 | 309949 |
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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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