Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421550.075 | 354145.9546 | 67404.1205 | 30431.0257 | -88733.0657 | 119164.0914 |
Total P&L (%) | 421.5501 | 354.146 | 67.4041 | 30.431 | -88.7331 | 119.1641 |
Avg Daily Profit (%) | 0.2191 | 0.1841 | 0.035 | 0.0138 | -0.1134 | 0.0408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147477 | -170555 | -48020 | -279102 | -288253 | -106013 |
Profit Factor | 1.4896 | 1.6442 | 1.2166 | 1.0268 | 0.8832 | 1.3158 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 47.2222 | 40.2778 | 54.1667 | 47.2222 | 40.2778 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.6649 | 2.438 | 1.0294 | 1.1476 | 1.3095 | 1.1134 |
Largest Winning Trade | 212821 | 212821 | 45682 | 169001 | 169001 | 84415 |
Largest Losing Trade | -49609 | -49609 | -29121 | -110706 | -110706 | -53267 |
Avg Bars in Trades | 39 | 56 | 21 | 39 | 56 | 21 |
Avg Bars in Winners | 45 | 73 | 25 | 45 | 73 | 25 |
Avg Bars in Losers | 33 | 45 | 16 | 33 | 45 | 16 |
Bars Traded | 5628 | 4096 | 1532 | 5628 | 4096 | 1532 |
Profit Streak | 0 | 0 | 52.4032 | 0 | 0 | 52.4032 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339808 | -72640 | -224070 | -369250 | -662350 | -215613 |
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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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