Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190042.7001 | -6481.4767 | 196524.1768 | 50464.6973 | -116558.5944 | 167023.2917 |
Total P&L (%) | 190.0427 | -6.4815 | 196.5242 | 50.4647 | -116.5586 | 167.0233 |
Avg Daily Profit (%) | 0.1843 | -0.0063 | 0.1906 | 0.0396 | 0 | 0.0953 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143497 | -140017 | -66655 | -310467 | -257829 | -178040 |
Profit Factor | 1.3554 | 0.9819 | 2.1087 | 1.0539 | 0.8019 | 1.4794 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 75 | 70 | 80 | 75 | 70 | 80 |
Ratio Avg Win / Avg Loss | 0.4518 | 0.4208 | 0.5272 | 0.3513 | 0.3437 | 0.3699 |
Largest Winning Trade | 32100 | 32100 | 21857 | 47374 | 32100 | 47374 |
Largest Losing Trade | -66655 | -47727 | -66655 | -178040 | -101160 | -178040 |
Avg Bars in Trades | 20 | 21 | 20 | 20 | 21 | 20 |
Avg Bars in Winners | 10 | 7 | 14 | 10 | 7 | 14 |
Avg Bars in Losers | 50 | 54 | 42 | 50 | 54 | 42 |
Bars Traded | 2898 | 1496 | 1402 | 2898 | 1496 | 1402 |
Profit Streak | 50.4278 | 50.4278 | 134.4278 | 50.4278 | 50.4278 | 134.4278 |
Trades During Streak | 15 | 7 | 10 | 15 | 7 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428862 | -670485 | -79661 | -298521 | -670485 | -154648 |
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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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