Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305094.2409 | 126437.3025 | 178656.9385 | -557858.1708 | -185372.1546 | -372486.0162 |
Total P&L (%) | 305.0942 | 126.4373 | 178.6569 | -557.8582 | -185.3722 | -372.486 |
Avg Daily Profit (%) | 0.1604 | 0.0665 | 0.0939 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147916 | -63692 | -150826 | -695541 | -374682 | -437546 |
Profit Factor | 1.4297 | 1.3391 | 1.5301 | 0.6391 | 0.7466 | 0.5424 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 97 | 42 | 55 | 47 | 28 | 19 |
Losing Trades | 43 | 28 | 15 | 93 | 42 | 51 |
Profitability (%) | 69.2857 | 60 | 78.5714 | 33.5714 | 40 | 27.1429 |
Ratio Avg Win / Avg Loss | 0.6338 | 0.8927 | 0.4173 | 1.2645 | 1.12 | 1.4558 |
Largest Winning Trade | 65670 | 65670 | 26720 | 137573 | 104621 | 137573 |
Largest Losing Trade | -134902 | -58626 | -134902 | -119217 | -83935 | -119217 |
Avg Bars in Trades | 39 | 47 | 32 | 39 | 47 | 32 |
Avg Bars in Winners | 21 | 21 | 21 | 68 | 78 | 54 |
Avg Bars in Losers | 80 | 84 | 73 | 25 | 26 | 24 |
Bars Traded | 5562 | 3291 | 2271 | 5562 | 3291 | 2271 |
Profit Streak | 22.801 | 22.801 | 65.801 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389848 | -197852 | -157247 | -585129 | -677458 | -693939 |
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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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