Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300220.9188 | 309162.5664 | -8941.6476 | -143085.1266 | 15633.1092 | -158718.2358 |
Total P&L (%) | 300.2209 | 309.1626 | -8.9416 | -143.0851 | 15.6331 | -158.7182 |
Avg Daily Profit (%) | 0.1619 | 0.1667 | -0.0048 | 0 | 0.0078 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240040 | -146689 | -103665 | -171406 | -30723 | -39611 |
Profit Factor | 1.472 | 2.3099 | 0.9776 | 0.4778 | 1.283 | 0.2744 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 36 | 19 | 17 | 34 | 17 | 17 |
Losing Trades | 34 | 16 | 18 | 36 | 18 | 18 |
Profitability (%) | 51.4286 | 54.2857 | 48.5714 | 48.5714 | 48.5714 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.3902 | 1.9451 | 1.0352 | 0.5059 | 1.3585 | 0.2906 |
Largest Winning Trade | 257495 | 257495 | 66582 | 22213 | 22105 | 22213 |
Largest Losing Trade | -123281 | -42157 | -123281 | -150532 | -17841 | -150532 |
Avg Bars in Trades | 102 | 104 | 100 | 102 | 104 | 100 |
Avg Bars in Winners | 120 | 119 | 121 | 85 | 91 | 78 |
Avg Bars in Losers | 83 | 87 | 79 | 118 | 116 | 120 |
Bars Traded | 7164 | 3663 | 3501 | 7164 | 3663 | 3501 |
Profit Streak | 26.1431 | 0 | 30.3931 | 0 | 51.8931 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89342 | 442101 | -579136 | -680111 | -192183 | -581343 |
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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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