Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318328.8909 | 377248.7423 | -58919.8515 | -68527.8123 | 427531.484 | -496059.2963 |
Total P&L (%) | 318.3289 | 377.2487 | -58.9199 | -68.5278 | 427.5315 | -496.0593 |
Avg Daily Profit (%) | 0.161 | 0.1908 | -0.0298 | -0.0585 | 0.0842 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205823 | -146736 | -113270 | -801170 | -325873 | -517629 |
Profit Factor | 1.717 | 2.765 | 0.7441 | 0.94 | 1.9424 | 0.2785 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 50 | 54.2857 | 45.7143 | 50 | 54.2857 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.717 | 2.3284 | 0.8836 | 0.94 | 1.6357 | 0.3307 |
Largest Winning Trade | 329894 | 329894 | 62965 | 611727 | 611727 | 75065 |
Largest Losing Trade | -79402 | -79402 | -57074 | -393103 | -238650 | -393103 |
Avg Bars in Trades | 79 | 90 | 68 | 79 | 90 | 68 |
Avg Bars in Winners | 111 | 117 | 104 | 111 | 117 | 104 |
Avg Bars in Losers | 47 | 58 | 38 | 47 | 58 | 38 |
Bars Traded | 5581 | 3167 | 2414 | 5581 | 3167 | 2414 |
Profit Streak | 607.2839 | 609.2839 | 0 | 607.2839 | 609.2839 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87652 | 502135 | -582454 | -678972 | -75781 | -582454 |
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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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