Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430003.938 | 501553.5002 | -71549.5622 | -350470.4511 | 197406.7741 | -547877.2252 |
Total P&L (%) | 430.0039 | 501.5535 | -71.5496 | -350.4705 | 197.4068 | -547.8772 |
Avg Daily Profit (%) | 0.2216 | 0.2585 | -0.0369 | 0 | 0.0562 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239903 | -127913 | -185227 | -1519979 | -759017 | -829925 |
Profit Factor | 1.5853 | 2.6048 | 0.8305 | 0.8716 | 1.1744 | 0.6572 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 30 | 13 | 17 | 39 | 22 | 17 |
Losing Trades | 40 | 22 | 18 | 31 | 13 | 18 |
Profitability (%) | 42.8571 | 37.1429 | 48.5714 | 55.7143 | 62.8571 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.1137 | 4.4081 | 0.8794 | 0.6928 | 0.694 | 0.6958 |
Largest Winning Trade | 486294 | 486294 | 60585 | 549433 | 249111 | 549433 |
Largest Losing Trade | -181937 | -46599 | -181937 | -699008 | -699008 | -510580 |
Avg Bars in Trades | 53 | 44 | 62 | 53 | 44 | 62 |
Avg Bars in Winners | 80 | 69 | 89 | 35 | 32 | 40 |
Avg Bars in Losers | 33 | 30 | 36 | 75 | 65 | 83 |
Bars Traded | 3749 | 1562 | 2187 | 3749 | 1562 | 2187 |
Profit Streak | 0 | 0 | 0 | 33.2941 | 33.2941 | 79.2941 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90811 | 305826 | -581343 | -677542 | -146076 | -580379 |
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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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