Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239939.0083 | 130276.9254 | 109662.0829 | -23959.0584 | 13026.8767 | -36985.9351 |
Total P&L (%) | 239.939 | 130.2769 | 109.6621 | -23.9591 | 13.0269 | -36.9859 |
Avg Daily Profit (%) | 0.1615 | 0.0877 | 0.0738 | -0.0184 | 0.0082 | -0.0311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108917 | -68018 | -97740 | -90759 | -81285 | -91711 |
Profit Factor | 1.3909 | 1.531 | 1.2976 | 0.9515 | 1.0683 | 0.878 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 52.4476 | 49.2958 | 55.5556 | 52.4476 | 49.2958 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.2611 | 1.5747 | 1.0381 | 0.8627 | 1.0988 | 0.7024 |
Largest Winning Trade | 75485 | 70782 | 75485 | 53170 | 53170 | 40579 |
Largest Losing Trade | -84408 | -39753 | -84408 | -80794 | -55437 | -80794 |
Avg Bars in Trades | 18 | 16 | 21 | 18 | 16 | 21 |
Avg Bars in Winners | 22 | 17 | 26 | 22 | 17 | 26 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 2690 | 1168 | 1522 | 2690 | 1168 | 1522 |
Profit Streak | 0 | 139.5773 | 0 | 0 | 139.5773 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320583 | -158775 | -172490 | -579804 | -484340 | -658960 |
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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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