Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368892.6741 | 448756.0964 | -79863.4223 | -84202.6487 | 359684.6036 | -443887.2523 |
Total P&L (%) | 368.8927 | 448.7561 | -79.8634 | -84.2026 | 359.6846 | -443.8873 |
Avg Daily Profit (%) | 0.1935 | 0.2354 | -0.0419 | -0.0967 | 0.08 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -341541 | -212236 | -179462 | -823204 | -313323 | -542830 |
Profit Factor | 1.3576 | 1.9515 | 0.8574 | 0.9494 | 1.6762 | 0.6085 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 51.4286 | 50 | 52.8571 | 51.4286 | 50 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.2822 | 1.9515 | 0.7647 | 0.8967 | 1.6762 | 0.5427 |
Largest Winning Trade | 314271 | 314271 | 47350 | 254329 | 192355 | 254329 |
Largest Losing Trade | -72271 | -35257 | -72271 | -343939 | -181531 | -343939 |
Avg Bars in Trades | 52 | 56 | 48 | 52 | 56 | 48 |
Avg Bars in Winners | 54 | 56 | 52 | 54 | 56 | 52 |
Avg Bars in Losers | 50 | 56 | 44 | 50 | 56 | 44 |
Bars Traded | 7362 | 3961 | 3401 | 7362 | 3961 | 3401 |
Profit Streak | 9.3499 | 19.5999 | 0 | 9.3499 | 19.5999 | 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 | 332041 | -82271 | -674587 | -579555 | -176825 | -674587 |
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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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