Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222612.8823 | 41050.5488 | 181562.3334 | -2776.6657 | 60090.6138 | -62867.2795 |
Total P&L (%) | 222.6129 | 41.0505 | 181.5623 | -2.7767 | 60.0906 | -62.8673 |
Avg Daily Profit (%) | 0.2128 | 0.0392 | 0.1736 | -0.0027 | 0.045 | -0.0947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162225 | -88412 | -84586 | -170565 | -22532 | -152494 |
Profit Factor | 1.3693 | 1.1378 | 1.5956 | 0.9905 | 1.7898 | 0.7099 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 57.8571 | 55.7143 | 60 | 57.8571 | 55.7143 | 60 |
Ratio Avg Win / Avg Loss | 0.9974 | 0.9044 | 1.0638 | 0.7215 | 1.4226 | 0.4733 |
Largest Winning Trade | 51048 | 50553 | 51048 | 32857 | 21600 | 32857 |
Largest Losing Trade | -84586 | -26197 | -84586 | -152494 | -7390 | -152494 |
Avg Bars in Trades | 86 | 50 | 122 | 86 | 50 | 122 |
Avg Bars in Winners | 86 | 45 | 124 | 86 | 45 | 124 |
Avg Bars in Losers | 86 | 57 | 118 | 86 | 57 | 118 |
Bars Traded | 12099 | 3547 | 8552 | 12099 | 3547 | 8552 |
Profit Streak | 56.8435 | 75.6768 | 56.8435 | 56.8435 | 75.6768 | 56.8435 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321881 | -306118 | -83037 | -578408 | -224073 | -673100 |
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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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