Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236242.9683 | 136748.3288 | 99494.6395 | -734386.3834 | -817348.6576 | 82962.2742 |
Total P&L (%) | 236.243 | 136.7483 | 99.4946 | -734.3864 | -817.3487 | 82.9623 |
Avg Daily Profit (%) | 0.2312 | 0.1338 | 0.0974 | 0 | 0 | 0.0591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -252840 | -135602 | -158494 | -1844393 | -1380451 | -714585 |
Profit Factor | 1.3261 | 1.3372 | 1.3121 | 0.8268 | 0.681 | 1.0494 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 77 | 34 | 43 | 69 | 34 | 35 |
Losing Trades | 63 | 36 | 27 | 71 | 36 | 35 |
Profitability (%) | 55 | 48.5714 | 61.4286 | 49.2857 | 48.5714 | 50 |
Ratio Avg Win / Avg Loss | 1.085 | 1.4159 | 0.8238 | 0.8508 | 0.7211 | 1.0494 |
Largest Winning Trade | 59623 | 59623 | 30983 | 163263 | 122602 | 163263 |
Largest Losing Trade | -158494 | -44189 | -158494 | -436905 | -324011 | -436905 |
Avg Bars in Trades | 27 | 33 | 21 | 27 | 33 | 21 |
Avg Bars in Winners | 23 | 26 | 20 | 26 | 31 | 22 |
Avg Bars in Losers | 33 | 41 | 23 | 28 | 36 | 20 |
Bars Traded | 3886 | 2377 | 1509 | 3886 | 2377 | 1509 |
Profit Streak | 9.5465 | 0 | 44.7965 | 0 | 51.7965 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363350 | -109101 | -155512 | -580407 | -674314 | -374292 |
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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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