Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569958.9825 | 354244.8639 | 215714.1186 | 786844.0357 | -200246.5821 | 987090.6178 |
Total P&L (%) | 569.959 | 354.2449 | 215.7141 | 786.844 | -200.2466 | 987.0906 |
Avg Daily Profit (%) | 0.314 | 0.1951 | 0.1188 | 0.1203 | 0 | 0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92827 | -109945 | -42192 | -666267 | -888248 | -409337 |
Profit Factor | 1.816 | 1.8048 | 1.8351 | 1.1548 | 0.9385 | 1.5401 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 53 | 18 | 35 | 53 | 18 | 35 |
Losing Trades | 87 | 52 | 35 | 87 | 52 | 35 |
Profitability (%) | 37.8571 | 25.7143 | 50 | 37.8571 | 25.7143 | 50 |
Ratio Avg Win / Avg Loss | 2.981 | 5.2139 | 1.8351 | 1.8956 | 2.7112 | 1.5401 |
Largest Winning Trade | 239626 | 239626 | 62576 | 553522 | 553522 | 303278 |
Largest Losing Trade | -35829 | -35829 | -31428 | -306453 | -306453 | -265883 |
Avg Bars in Trades | 50 | 57 | 44 | 50 | 57 | 44 |
Avg Bars in Winners | 74 | 92 | 64 | 74 | 92 | 64 |
Avg Bars in Losers | 36 | 45 | 23 | 36 | 45 | 23 |
Bars Traded | 7106 | 4004 | 3102 | 7106 | 4004 | 3102 |
Profit Streak | 47.8963 | 47.8963 | 56.3963 | 47.8963 | 47.8963 | 56.3963 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342829 | -109560 | -124356 | -84066 | -698564 | -107827 |
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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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