Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207836.8463 | 143307.7559 | 64529.0904 | -280243.7322 | 8701.3905 | -288945.1227 |
Total P&L (%) | 207.8368 | 143.3078 | 64.5291 | -280.2437 | 8.7014 | -288.9451 |
Avg Daily Profit (%) | 0.2026 | 0.1397 | 0.0629 | 0 | 0.0081 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131775 | -109649 | -66839 | -445881 | -190764 | -224164 |
Profit Factor | 1.3069 | 1.4393 | 1.1838 | 0.7854 | 1.0142 | 0.5841 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 83 | 38 | 45 | 55 | 31 | 24 |
Losing Trades | 57 | 32 | 25 | 85 | 39 | 46 |
Profitability (%) | 59.2857 | 54.2857 | 64.2857 | 39.2857 | 44.2857 | 34.2857 |
Ratio Avg Win / Avg Loss | 0.8975 | 1.212 | 0.6577 | 1.2138 | 1.276 | 1.1195 |
Largest Winning Trade | 67927 | 67927 | 33163 | 146824 | 146824 | 104961 |
Largest Losing Trade | -131775 | -42098 | -131775 | -127978 | -64706 | -127978 |
Avg Bars in Trades | 21 | 25 | 18 | 21 | 25 | 18 |
Avg Bars in Winners | 20 | 21 | 18 | 21 | 27 | 14 |
Avg Bars in Losers | 24 | 29 | 17 | 21 | 23 | 20 |
Bars Traded | 3038 | 1763 | 1275 | 3038 | 1763 | 1275 |
Profit Streak | 19.9349 | 19.9349 | 41.6015 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339303 | -98367 | -219875 | -582629 | -649004 | -679402 |
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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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