Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348547.8717 | 293121.1131 | 55426.7587 | -28416.0038 | 116819.3052 | -145235.309 |
Total P&L (%) | 348.5479 | 293.1211 | 55.4268 | -28.416 | 116.8193 | -145.2353 |
Avg Daily Profit (%) | 0.1865 | 0.1569 | 0.0297 | -0.0179 | 0.0414 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110978 | -110093 | -152651 | -137544 | -32702 | -197967 |
Profit Factor | 1.4789 | 1.8571 | 1.1436 | 0.9371 | 1.7991 | 0.5245 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 60.2837 | 55.7143 | 64.7887 | 60.2837 | 55.7143 | 64.7887 |
Ratio Avg Win / Avg Loss | 0.9743 | 1.4762 | 0.6215 | 0.6174 | 1.4301 | 0.285 |
Largest Winning Trade | 113834 | 113834 | 37979 | 58283 | 58283 | 15128 |
Largest Losing Trade | -90454 | -31468 | -90454 | -133728 | -13389 | -133728 |
Avg Bars in Trades | 24 | 29 | 20 | 24 | 29 | 20 |
Avg Bars in Winners | 20 | 24 | 17 | 20 | 24 | 17 |
Avg Bars in Losers | 30 | 36 | 23 | 30 | 36 | 23 |
Bars Traded | 3492 | 2072 | 1420 | 3492 | 2072 | 1420 |
Profit Streak | 0 | 34.4449 | 0 | 0 | 34.4449 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324017 | -82503 | -302899 | -578793 | -227437 | -665263 |
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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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