Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386717.6387 | 367358.2766 | 19359.362 | -53059.972 | 38238.797 | -91298.7689 |
Total P&L (%) | 386.7176 | 367.3583 | 19.3594 | -53.06 | 38.2388 | -91.2988 |
Avg Daily Profit (%) | 0.2065 | 0.1962 | 0.0103 | -0.0404 | 0.0173 | -0.1303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101202 | -69975 | -116891 | -125746 | -27847 | -121624 |
Profit Factor | 1.8061 | 2.459 | 1.0849 | 0.8358 | 1.2916 | 0.5246 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 54.2857 | 48.5714 | 60 | 54.2857 | 48.5714 | 60 |
Ratio Avg Win / Avg Loss | 1.5209 | 2.6036 | 0.7233 | 0.7039 | 1.3676 | 0.3497 |
Largest Winning Trade | 286715 | 286715 | 56826 | 31281 | 31281 | 19013 |
Largest Losing Trade | -92750 | -46046 | -92750 | -114363 | -19171 | -114363 |
Avg Bars in Trades | 102 | 79 | 124 | 102 | 79 | 124 |
Avg Bars in Winners | 118 | 84 | 145 | 118 | 84 | 145 |
Avg Bars in Losers | 83 | 75 | 93 | 83 | 75 | 93 |
Bars Traded | 7161 | 2796 | 4365 | 7161 | 2796 | 4365 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86841 | 421525 | -313819 | -678722 | -172661 | -579491 |
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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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