Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317938.4057 | 201437.9114 | 116500.4943 | 62107.7371 | 349418.8981 | -287311.1609 |
Total P&L (%) | 317.9384 | 201.4379 | 116.5005 | 62.1077 | 349.4189 | -287.3112 |
Avg Daily Profit (%) | 0.1894 | 0.12 | 0.0694 | 0.0288 | 0.0896 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159586 | -72192 | -104963 | -701432 | -214005 | -493816 |
Profit Factor | 1.4112 | 1.5963 | 1.2676 | 1.036 | 1.6088 | 0.7506 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 50 | 42.1053 | 57.8947 | 50 | 42.1053 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.4112 | 2.1949 | 0.9219 | 1.036 | 2.2121 | 0.5459 |
Largest Winning Trade | 87160 | 87160 | 46658 | 213832 | 213832 | 184722 |
Largest Losing Trade | -52135 | -36900 | -52135 | -230675 | -70611 | -230675 |
Avg Bars in Trades | 85 | 85 | 86 | 85 | 85 | 86 |
Avg Bars in Winners | 90 | 86 | 93 | 90 | 86 | 93 |
Avg Bars in Losers | 80 | 84 | 76 | 80 | 84 | 76 |
Bars Traded | 9772 | 4860 | 4912 | 9772 | 4860 | 4912 |
Profit Streak | 17.6984 | 19.3651 | 0 | 17.6984 | 19.3651 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329877 | -212353 | -281075 | -335022 | -252899 | -759809 |
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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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