Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106661.5675 | -61340.1242 | 168001.6918 | 6522.6852 | -76090.7501 | 82613.4353 |
Total P&L (%) | 106.6616 | -61.3401 | 168.0017 | 6.5227 | -76.0908 | 82.6134 |
Avg Daily Profit (%) | 0.1022 | -0.0588 | 0.1609 | 0.0061 | -0.137 | 0.0577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71025 | -113250 | -32714 | -61111 | -104542 | -25855 |
Profit Factor | 1.2735 | 0.7664 | 2.3185 | 1.0222 | 0.6177 | 1.8679 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 50 | 40 | 60 | 50 | 40 | 60 |
Ratio Avg Win / Avg Loss | 1.2735 | 1.1496 | 1.5457 | 1.0222 | 0.9266 | 1.2453 |
Largest Winning Trade | 36161 | 27205 | 36161 | 24126 | 15963 | 24126 |
Largest Losing Trade | -46123 | -46123 | -32714 | -35834 | -35834 | -23935 |
Avg Bars in Trades | 83 | 96 | 70 | 83 | 96 | 70 |
Avg Bars in Winners | 85 | 99 | 76 | 85 | 99 | 76 |
Avg Bars in Losers | 81 | 94 | 61 | 81 | 94 | 61 |
Bars Traded | 5838 | 3375 | 2463 | 5838 | 3375 | 2463 |
Profit Streak | 0 | 0 | 81.231 | 0 | 0 | 81.231 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155418 | -583009 | 516811 | -645431 | -584676 | -110774 |
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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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